Yeah compared with say Sauron and the Nazgul, we know feck all about the White Walkers. We got that one bit of information that they were created by the children of the forest, but that was more of an "okay?" moment than "ah right, of course", since we know feck all about the children of the forest as well, and in any case nothing further was elaborated. So we're basically left with - children of the forest created the white walkers, who then want to destroy mankind every few thousand years and are really really cold, because. That's it.