We last saw Benjen, the First Ranger of the Night's Watch, in episode three of the season one, after he'd welcomed his biggest fan, Jon Snow, as a new recruit. Talking with his bastard nephew on the Wall, Benjen tells Jon that he's going ranging east of Craster's Keep in the Haunted Forest, which sounds like the correct place to go looking for undead things. "There've been disturbing reports," says Benjen. "Reports I don't want to believe."
Jon begs to go, too, on the grounds that he had just beat up on a bunch of thieves and chubby people in training, but Benjen tells him that he hasn’t earned anything, that his hair isn't nearly luxurious or long enough, and that he hasn't even been killed by mutineers and been brought back to life by a red priestess yet. Then Benjen goes and bitches out quippy tourist Tyrion Lannister, and when Tyrion tells him that he thinks the only difference between the brothers of the Night's Watch and the wildlings is that when the Wall was built, the wildlings were on the wrong side of it, Benjen keeps up the foreshadowing: "It's not the wildlings giving me sleepless nights."