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

Jon

Tyrion: I'd given up on life, until Varys convinced me you might be worth living for. Chop off my head, well my final days were interesting.
Daenerys: I'm not going to kill you.
Tyrion: No? Banish me?
Daenerys: No.
Tyrion: So if I'm not going to be murdered and I'm not going to be banished...
Daenerys: You're going to advise me.

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.

Jon

Daenerys: Why should I spend my time listening to you?
Tyrion: Because you can not build a better world on your own. You have no one at your side who understands the land you want to rule. The strength and weaknesses of the houses that will either join or oppose you.
Daenerys: I will have a very large army and very large dragons.
Tyrion: Killing and politics aren't always the same thing.

Game of Thrones Season 5 Episode 8 Quotes

Daenerys: Why should I spend my time listening to you?
Tyrion: Because you can not build a better world on your own. You have no one at your side who understands the land you want to rule. The strength and weaknesses of the houses that will either join or oppose you.
Daenerys: I will have a very large army and very large dragons.
Tyrion: Killing and politics aren't always the same thing.

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.

Jon