“theories about the Night King.”
He is coming to claim his Night Queen - Danerys or Cersei.
He is heading to the Isle of the faces, to stamp out the last of the Children of the Forest, and their wierwood network - that is where the battle in episode 5 will be.
He is coming to stop Bran from going into the past and becoming him.
He just wants to conquer everybody, like most of the other Kings/Queens.
He (Ice) is coming to return balance to the world after the rebirth of dragons (fire).
Or Sansa. Sansa is of the North.