Anxiety and the Chills - The Cause and Connection. The idea is that the anxiety of the horror movie provides a level of fear that sends chills down your spine. Anxiety has often had a connection to chills, even though the exact relationship between anxiety and these chills often seems so unclear.
No one knows for sure. The popular theory is that the Night's King is indeed a Stark. That he was the Lord Commander of the Night's Watch who lived during the Age of Heroes, 8000 years before the time of the series. It's believed he fell in love with a female White Walker, fell in love with her and that they mated.
Fortunately for him, the changing political situation allows him to continue to torture Theon. When his father, Roose Bolton, is allied with Robb Stark, Ramsay is sent to capture Theon because Theon has attacked the North and sacked Winterfell. Thus, what he is doing is sort of sanctioned by his king, the King in the North: Robb Stark.