Dragonglass; a man of the Night's Watch used one of these daggers to kill a walker.

The White Walkers don't care if a man's free folk or crow. We're all the same to them, meat for their army. But together we can beat them.

Melisandre: The dead don't need lovers, only the living.
Jon: I know, but I still love her.

Melisandre: Winterfell was your home once. Don't you want to chase the rats out of it?
Jon: Castle Black is my home now. The Night's Watch take no part in the wars of the seven kingdoms.

Jon: I'm Lord Commander of the Night's Watch. My place is here.
Stannis: I'm giving you a chance to avenge your family. To take back the castle where you grew up. To rule the North.
Jon: I wish I could fight beside you. Believe me I do, but I swore a sacred vow the Gods would. I pledged my life to the Night's Watch.
Stannis: You're as stubborn as your father, and as honorable.
Jon: I can imagine no higher praise.
Stannis: I didn't mean it as praise. Honor got your father killed, but if your mind's made up I won't try and dissuade you.

Stannis: I ordered Mance Rayder burnt at the stake. You prevented that order from being carried out. You showed mercy to Mance Rayder. The King's word is law. Perhaps you should ask Ser Davos how much mercy I show to law breakers. Show too much kindness, people won't fear you. They don't fear you, they don't follow you.
Jon: With respect your grace, the free folk will never follow you. No matter what you do. You're the man who burned their King alive.

Mance: When we first met you were my prisoner and now for our last meeting...
John: This doesn't have to be our last meeting.
Mance: No, but it will be.
John: You know what Stannis wants?
Mance: He wants me to bend the knee and he wants the free folk to fight for him. I'll give him this much, he's bold.
John: Shouldn't a king be bold?
Mance: Oh I respect him. If he gets what he wants I expect he'll be a better ruler than the fools sitting on the Iron Throne the last two hundred years... but I'll never serve him.

John: Your grace, you want the wildlings to march in your army?
Stannis: They swear to follow me, I'll pardon them. We take Winterfell, once the North is won I'll declare them citizens of the realm. I'll give them land to live on.
Davos: It's a fair offer. More than fair.
Stannis: I'll offer them their lives and their freedom if Mance kneels before me and swears his loyalty.
John: I don't think that's likely.

Mance: One of our giants went into your tunnel and never came out again. Mag the Mighty.
Jon: He's dead. He killed my friend Grenn.
Mance: He was their king. Last of a bloodline that stretches back before the first men.
Jon: Grenn came from a farm.
Mance: Mac and Grenn.
Jon: Grenn and Mac.

For a little while, you're more than just you.

If we die we'll die, but first we'll live.

Ygritte

Ygritte: Is that a palace?
Jon Snow: It's a windmill.
Ygritte: Windmill...