Every major villain needs a piece of entrance music and the Night King is no different.
For example, Darth Vader had John Williams' rousing, militaristic Imperial March from 'The Empire Strikes Back'. The shark from Jaws also had a John Williams piece to accompany their presence on screen. The Joker from 'The Dark Knight' had that one-note noise. Why, Vince McMahon of the WWE even had his own, excellent entrance music.
The point being that you can't have an iconic villain with some music to go with it - and the Night King from 'Game of Thrones' is no exception. The piece of music, composed by Ramin Djawadi, dropped on YouTube earlier today and has already racked up over 100,000 views so far. The song's also been added to Spotify as well, so feel free to add it to that playlist you use to psych yourself up for something big.
Have a listen.