From A Wiki of Ice and Fire
The Land of Always Winter - by © Rene Aigner
The Land of Always Winter is the northernmost part of Westeros, far beyond the Wall, Frostfangs, and the Haunted Forest.
It is named the Land of Always Winter because it is permanently locked in winter. It is mostly unexplored. It is near the land of Thenn. It is believed that the Others come from this region.
A Game of Thrones
While comatose, Bran Stark has a vision in which he looks past the Wall far to the north. He is frightened after looking deep into the heart of winter, which is possibly in the Land of Always Winter.
References and Notes