Game of Thrones is a story not written to be televised. In fact, George R.R. Martin said he deliberately wrote it to be too massive an undertaking for TV. We see that in all sorts of ways, like in the show's choice to sacrifice the direwolves for the dragons when it comes to the CGI budget. But there are other fantastical creatures too, that we haven't seen due to budget, mostly beyond the Wall, leading fans to wonder about them. For instance, what is a Snow Bear on Game of Thrones?
A snow bear! It's you know, a polar bear, but without that whole "polar ice floes" to hang out on. Instead, it just lives in the snows of the Lands of Always Winter, north of the Wall. Hence: snow bear.
Much like polar bears, snow bears aren't much different than their southern counterparts that adorn the House flags of the Mormonts, out on Bear Island. They're just white and fluffy and happy to eat you, instead of brown and fuzzy and probably having you for lunch. Their fur is supposedly very warm, so to wear snow bear fur beyond the wall is luxurious, and a bit of a status symbol. Mance Rayder, for instance, had a tent made of snow bear pelts, as befitting his "King Beyond The Wall" status.
The show has cut all references to the Snow Bears so far, but in the books, they've turned up several times. Varamyr Sixskins, who is one of the wargs with the freefolk who Jon Snow meets, can control them, and even rides one. (He also recognizes that Jon is a warg and can transfer himself into Ghost, though Jon himself doesn't know it.)
His snow bear is part of the Battle for Castle Black. Varamyr loses hold of it during the battle, when the eagle he's also controlling is killed.
More interestingly, Bran and company also run into a snow bear during their time with the Three Eyed Raven. But it's not just any old snow bear. It's a snow bear wight. It stumbles upon their cave, and Summer takes it down with the help of some local wolves who she's been hanging out with.
But that's an interesting realization. So far, the army of the dead has been mostly undead people, and a few horses. But as the pack of wights grows to massive size, they'll kill anything alive in their path: giants, wolves, mammoths and bears.
Will Jon Snow and company find that their mission is far more perilous due to unforeseen animals that live above the Wall, either alive, or worse, undead? We'll learn more this week as we follow them as they head north of Eastwatch.