Benjen meets up with Bran Stark.HBO
Now for the hard question: What actually happened to Benjen? Unlike Coldhands, we can reasonably expect to get a real answer here someday — assuming George ever finishes Winds of Winter. That’s because of a very basic literary trope called Chekhov’s Gun, which basically says that if a writer establishes an object, character, or plotline as important, they have to make that storyline pay off. If a cabin has a gun on the wall and the writer keeps conspicuously mentioning it, someone is going to get shot before the story is over.
The mysteriously missing brother of the series’s original protagonist is a locked and loaded Chekhov’s gun. And it’s not like the Benjen plot went away: the Great Ranging of the Night’s Watch, Jon’s arc in A Clash of Kings, was launched explicitly to find him. And they didn’t!
The Benjen mystery isn’t some side affair. It is at the very heart of what has been going on in the North since the series began and the Others reappeared. That’s why the most common fan theory — that Benjen randomly died somewhere beyond the Wall — is both incredibly unsatisfying and unlikely to be true. It’s just bad storytelling, and George R. R. Martin is not a bad storyteller.
The only real clue about what happened to Benjen comes at the foot of the Fist of the First Men, where Jon discovers a cache of dragonglass (and a mysterious horn) wrapped in a Night’s Watch cloak. The garment had clearly not been there long; it’s described as “Good wool, thick, a double weave, damp but not rotted. It could not have been long in the ground.” It was likely left by Benjen, or a ranger with him.
This adds to the theory that he was en route to the Land of Always Winter, on some strange quest to find where the Others are coming from, but that’s just speculation. For some reason, for this giant mystery, GRRM has played his cards very close to his vest. There’s only one way we’ll ever really know: when he finishes Winds of Winter, which may actually be in sight!
The Ultimate Coldhands Fan Service
Luckily, those of us who always thought Benjen was Coldhands have been granted one small morsel. Even though the theory has been explicitly disavowed, Game of Thrones decided to riff on it anyway.
In Game of Thrones Season 6, Benjen Stark does show up again, first to help Bran and again in Season 7 to save Jon Snow. The show doesn’t call him Coldhands, but he’s clearly in a similar situation in that he’s dead. Watch for yourself.
Benjen led a ranging party deep into the north (see the theory above), was killed by White Walkers, and was saved by the children of the forest using dragonglass — not from dying but becoming a wight. That’s why he can’t pass south of the Wall, since it doesn’t allow the walking dead to pass.
If that’s the closest we ever get to Coldhands being Benjen Stark, so be it, even if Game of Thrones failed to show him riding an elk.