From A Wiki of Ice and Fire
Skagos is a large island in the mouth of the Bay of Seals. In theory, the island is part of the North and subject to Winterfell. However, the island has very little contact with the mainland, and in practice they rule themselves. The name “Skagos” means “stone” in the Old Tongue, the language of the First Men and of some wildling tribes. A popular myth states that unicorns live on Skagos. The island has a dread reputation, even the hardened sailor the Blind Bastard feared to go there.
Skagos is large island in the mouth of the Bay of Seals, on the northern coast of Westeros, it is located near Skane isle and beyond it is the Shivering Sea. The Island is mountainous and forbidding with rough and treacherous currents around the isle  make sailing hazardous especially during the autumn storms when the cold can freeze ropes and sails.
The people of Skagos call themselves Skagosi, which means "Stoneborn" in the Old Tongue. Other Northmen derisively call them "Skaggs." Descendents of the First Men, Skagosi are savage, little more than tribes of raiders who are thought to be cannibals.
It's said that in ancient days, men of Skagos sailed to Skane, seizing all the women, killing all the men, and feasting on their hearts and livers for a fortnight. (Skane has been uninhabited since). 
It is not known at what time Skagos became subject to the supremacy of Winterfell but they rebelled one hundred years ago. The rebellion was suppressed at the cost of the lives of the Lord of Winterfell and hundreds of his soldiers.
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