Terrifying undead villain The Night King was solely created for the Game of Thrones TV show, as the character doesn't have a counterpart in the A Song of Ice and Fire series by author George R.R. Martin. The Night King is presented in the show as the very first White Walker and the leader of the rest of his kind. Portrayed by both Richard Brake and Vladimir Furdik, the Night King directly appeared in only eight episodes despite being one of the Game of Thrones' main antagonists.
The Night King existed thousands of years before the events of Game of Thrones but he wasn't introduced until season 4. Not only was he the king of the White Walkers, he was also the leader of the Army of the Dead - wights, who were the reanimated corpses of victims. Throughout the series, pieces of the Night King's origin were unearthed. As Bran Stark learned in season 6, the Night King was once a member of the First Men. The Children of the Forest captured and stabbed the man with dragonglass, transforming him into the first White Walker. They wanted White Walkers to help defend against the First Men, but the plan backfired. After bringing about the events of the Long Night, the White Walkers remained North of the Wall until engaging in another war against humankind as detailed in the final season of Game of Thrones.
A version of the Night King has yet to appear in A Song of Ice and Fire thus far. In fact, much of Euron Greyjoy's book arc was taken by the Night King in the TV series. There is, however, a character referred to as the "Night's King." Rather than lead an army of White Walkers, the Night's King was a legendary figure who served as the 13th Lord Commander of the Night's Watch. He was said to have married a female White Walker and forced fellow members of the Night's Watch to commit brutal acts of violence. As a way to cement the White Walkers as a more viable threat, the TV series created by David Benioff and D.B. Weiss decided to include a lead White Walker with a crown of icy horns. The Night King's inclusion was also meant to be a symbol of the White Walkers' deadly history.
In an interview (via EW), Benioff once stated that he perceived the Night King as "Death." In many ways, the leader of the White Walkers was the embodiment of death. The White Walkers, or the Others as they are known in the books, once descended on Westeros and killed anyone in their path in what was remembered as the Long Night. They tried to carry out a similar conquest throughout Game of Thrones, and any time the Night King appeared, death soon followed. "Winter is Coming" also took on a whole new meaning with the threat of the Night King's forces.
Aside from being a symbol of death, the creation of the Night King was a way to add more history to the fictional universe. The series had the opportunity to dive deeper into the mythology of White Walkers by tying in their creation to the Children of the Forest and the First Men. Considering Martin is yet to conclude his series, it's still possible that a comparable figure will make an appearance in the books. For now, the Night King's presence will always be unique to Game of Thrones.