Walder Frey child of Merrett Frey

When Catelyn Tully arrives at the Twins to treat with Lord Walder Frey, young Walder is there, and the pact sealing the alliance between the Freys and the Starks sends him to Winterfell as a ward. He had been born a mere 52 days before a cousin sharing his own name, so in the North they tell them apart by calling him Walder the Small.

At Winterfell he becomes friends with Rickon Stark, though he gets along with neither Bran nor the Reed children traveling with him. He wins the game of 'Lord of the Crossing' often enough, and at the harvest feast he can be seen training alongside knights come from White Harbor. When word arrives that Ser Stevron Frey has died, Walder the Small argues with his cousin over who inherits the Twins, neither showing any grief for their lost kinsman; Osha says the nickname suits him perfectly — he's only big on the outside.

When Ramsay Snow sacks Winterfell, both Walder the Small and his cousin are taken captive.

After the fall of Winterfell, a letter goes out from the Twins in the name of Walder the Small and his cousin, laying the sack and the burning at Theon Greyjoy's door. Lothar Frey carries that account to Robb Stark, who accepts it as true.

Walder the Small becomes Ramsay Bolton's squire, and over time he starts behaving more and more like him, unsettling both Theon Greyjoy and his own cousin.

When the Frey delegation arrives at White Harbor to deliver Lord Wyman Manderly's son Wendel's remains, it is Rhaegar Frey who proposes him as a husband for Wylla Manderly.

Walder the Small's body turns up among the ruins of Winterfell after Ramsay Bolton's wedding to the girl presented as Arya Stark. Theon Greyjoy suspects Mance Rayder and his spearwives, who deny it; according to his cousin, he had gone looking for a White Harbor knight he'd won a coin from at dice. Hosteen Frey lays the killing, or the order for it, at Wyman Manderly's door, and Wyman answers without admitting anything: 'Though perhaps it was a mercy. Had he lived, he would have grown up to be a Frey.'

The answer enrages Hosteen, who attacks Wyman: the brawl ends with eight dead, six from White Harbor and two Freys, and only Bolton's men stepping in keeps it from turning into a battle inside Winterfell.