They saw all of the houses in Game of Thrones have their own catchphrases, so how come the House of Stark's is 'Winter is coming'? What does the quote mean and why do the people of the North keep saying it?
Of All of Westeros, the North Suffered the Most Blows
Winterfell is the first story that was brought in on Game of Thrones. The Men of the Night's Watch had discovered gathering corpses, implying that the White Walkers were bound to make their return to the land.
Winterfell may have been the life of the House of Stark, but there is no doubt that it is also the least safe place in Westeros. The men, the Northlanders, in general, all know the story behind Winter is Coming.
The meaning behind Winter is Coming was answered from an old story that was told in the first season, when Bran Stark was recovering from his crippled state and his old nan told the tale:
"Oh, my sweet summer child, what do you know about fear? Fear is for the winter. When the snows fall a hundred feet deep. Fear is for the long night, when the sun hides for years, and children are born and live and die... all in darkness. That is the time for fear, my little Lord, when the White Walkers move through the woods."
"Thousands of years ago, there came a night that lasted a generation. Kings froze to death in their castles, same as the shepherds in their huts. And women smothered their babies, rather than see them starve. And wept, and felt the tears freeze on their cheeks."
"In that darkness, the White Walkers came for the first time. They swept through cities and kingdoms, riding their dead horses, hunting with their packs of pale spiders, big as hounds."
There are a couple of layers to uncover in 'Winter is Coming' and the first obvious thing is about the weather. Essentially, it is a warning so that the people never suffer the same fate again.
Winter is Coming reminds people to be vigilant and remain alert. They must always be ready to face come what may, even before the winter. The winter is sometimes used as a metaphor for incoming potential disasters, after all.
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When Winter Came, Winterfell Refused To Bend the Knee
Ned Stark's words continue to ring true throughout the run of the series. Since Game of Thrones Season 1, his words to Arya remind them of what the House of Stark is born to do:
"Look at me. You are a Stark of Winterfell. You know our words... (Arya: Winter is coming.") You were born in the long summer. You've never known anything else. But now winter is truly coming. And in the winter, we must protect ourselves, look after one another."
Not to mention, given that the insignia of the House of Stark are dire wolves, this clearly indicates that they must remain strong and brave to protect their castle, their home, and their land. All qualities that each of the Stark children possess.
The North gained independence from Westeros' rule after suffering the Long Night, the story the old nan told Bran Stark.
Of the seven kingdoms, the North has evidently been guarding their own land, with the help of Castle Black and the Men of the Night's Watch.
And though they lost their independence when the Stark children were taken away from their own home, they came right back and regained their honor, with Sansa becoming the crowned Queen of the North.
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