White Walker are the creatures who lead the dead. They are some unknown race and live in the land always winter. Little and less is known about them, other than dragon glass and Valaryan Steel (dragon steel) can kill them. They convert the dead into undead and make them their minions. The wights are the zombie like undead who have been converted by the White Walkers. Wights can be killed by fire. Presumably, White Walkers can too, but it's unconfirmed.
5/31/15 at 7:54pm