Ready to have your mind blown by a Game of Thrones fan theory that makes so much sense it’ll be heartbreaking if it’s not true? Okay, here goes. We saw the young Hodor, a Winterfell stableboy known as Wylis, during Bran Stark’s time travel/flashback scene in the second episode of season six. Wylis was an intelligent, kind, and able-bodied citizen of Winterfell. He also had an eye for Eddard Stark’s sister, Lyanna Stark. Simply put — he could not be further from the simple-minded semi-giant known as Hodor. What happened?
Since Game of Thrones does such an excellent job of hiding its secrets in plain sight, Redditors TazoGreenTea and Gbinasia have broken down the flashback scene and come to the conclusion that Wylis was a warg. Since Wylis could transfer his consciousness to animals like Bran and other characters we’ve seen, he more than likely chose an animal he was familiar with, such as a horse. Specifically, Lyanna Stark’s horse.
And if the (possibly) only girl treating him nicely was Lyanna, it would make complete sense that this is the horse he would warg into. White is a symbol of purity, innocence, and Wyllis/Hodor is all that. He could warg into that horse so that he gets pet, brushed and generally receive attention no girls would give him. Since Rhaegar and Lyanna would eventually run away from everyone, it also makes sense that they would both be on horses while doing so and Wyllis/Hodor would have been witness to many events of that storyline.
So why would Hodor lose his speaking abilities? My guess is that the horse was slain during battle while Hodor was warging into it, which would explain why he is a very much a simpleton now and is afraid of fighting and lightning.
Throughout the books and the TV series, Bran has received warnings about not being in an animal for too long, lest he be trapped or lose what makes him human. Perhaps Hodor is a horse. This would make sense, considering he lugs around Bran just like a human steed.