Spoilers ahead—don't read if you haven't seen the season finale of Game of Thrones, "The Children."
"Maybe magic once was a mighty force in the world, but not anymore. The dragons are gone. The giants are dead. And the children of the forest forgotten." — Maester Luwin
It's a good thing Bran Stark didn't pay too much heed to his former teacher, who might have seemed very reasonable, but was dead wrong about magic and mysticism, as we learned on Game of Thrones' season finale. He was especially wrong about Bran's dreams—which he insisted were just dreams, "nothing more." Bran knew different. "Mine are true," he insisted. Ever since Bran fell from the tower (courtesy of Jaime Lannister) and fell into a coma, the little lord discovered his dreams seemed to be trying to tell him something.
Sometimes Bran would dream that he was his direwolf, Summer—"Every night, it's the same. I'm walking. I'm running. But I'm not me. I'm running through the godswood, howling"—only to later learn that he actually could be Summer, and see through his eyes, and control his actions. (This, he learned, was warging—and it wasn't limited to Summer. Poor Hodor!) Sometimes, Bran would have dreams like prophecies, such as when he learned his father Ned was executed (a dream his little brother Rickon shared) and when he saw a symbolic version of Theon Greyjoy's sacking of Winterfell. ("I dreamt the sea came ... I saw waves crashing into the gates ... Drowned men were floating here, in the yard.") But mostly Bran had a recurring dream of a strange three-eyed raven, which kept trying to lead him somewhere.
Bran got no answers from Maester Luwin or even the wildling Osha about his dreams—she dismissed them as black magic. Luckily for Bran, the boy from Love, Actually (sorry, Jojen Reed) also had the Sight and came to find him. Anyone else would have to agree that, with nowhere else to turn and family members scattered to the wind, a one-way ticket to Castle Black to find Bran’s brother Jon Snow was the way to go. But since Jojen's dreams showed him that Jon was beyond the Wall, they decided to follow the raven instead.
But why? Why go north of the Wall to find a mutant bird, when both Osha and Sam have warned them of the dangers—hello, White Walkers? It could be a suicide mission. Jojen's been trying to explain why this is important, but he's not very good at Three-Eyed-Raven 101. "The raven is you," he tells Bran at one point. Then, when Bran asks if the raven is connected to his ability to slip into Summer, Jojen says it's not related to warging/skin-changing. "The raven is something different, something deeper. The raven brings the Sight," being able to see the past and the future, "or things that are happening right now, thousands of miles away." Except, of course, it's all pretty jumbled.
Bran got a blast of this mash-up Sight when he touched a weirwood heart tree, and had tons of random images downloaded into his brain: another heart tree on a hill, the three-eyed raven, Ned Stark in the Black Cells of King's Landing before his execution, a murder of crows, White Walkers, an empty throne room with snow falling, himself falling from the tower from a vantage point he couldn't have seen himself, a dragon's shadow over King's Landing, and the heart tree once more. On top of the vision, Bran heard a voice, saying to find him "beneath the tree." (The snowy image, for whatever it's worth, also matches Dany's vision of the Iron Throne and a ruined Red Keep, from her House of the Undying visit.)
Bran's so desperate for answers about just what this raven is and what this all means that he passes on every opportunity to go hang with Jon Snow. All he knows is he needs to go north. But what is north? Besides White Walkers and wildlings, another key 'W' there lies—a weirwood tree, the white one with red leaves and red sap. Actually, weirwood trees with faces carved in them—heart trees—can be found in little godswoods throughout Westeros. Anyone needing to pray to the old gods, or take their vows for either a wedding or joining the Night's Watch (or have a secret meeting they didn't want overheard) would go to them. Osha tried to explain to Bran once that the weirwood trees were a source of power, that they protected those who held faith with the old gods: "They see you, boy. They hear you. Your brother will get no help from them where he's going. The old gods got no power in the South. The weirwoods there were cut a long time ago. How can they watch when they have no eyes?" How indeed.
It was probably easy to dismiss what she said as symbolic. Except hardly anything within the faith of the old gods is symbolic (unlike the Faith of the Seven, i.e. the new gods, the religion of the South). Believers in the old gods, usually from the North, don't keep shrines or temples, and they don't seem to have priests or religious figureheads per se—all they have are these trees, which is why some think they're just worshiping nature itself. Some even believe the old gods are the trees, as they are the witnesses to the world, connected across time and space. This could even be the origin of the phrase, "The North remembers," because it's the land itself that does the remembering. If something happens in front of a heart tree (your secret meeting, mayhaps), that heart tree bears witness—and a greenseer can download the whole weirwood network and commune with anything in nature that's alive by looking in the eyes of a heart tree. (Or if you're really ambitious, by eating and/or becoming the tree—as Bran's new mentor did. Weirwood paste, yum!)
None of this is news to the forgotten children of the forest. They're the ones who planted the trees and carved the faces in them, so they could keep watch. These children-who-are-not children are just smaller than humans, and predate the First Men—and have great magic. They're the ones who helped fight back the White Walkers during the Long Night. They're the ones who gave the Night's Watch the dragonglass to keep them at bay. They're the ones who helped ensconce the long-ago presumed dead tree-man—the three-eyed raven—from this episode, who has been binge-watching the events of Westeros for 100-plus years. (Perhaps his "thousand eyes" are the trees, perhaps through the ravens who seem to think the heart trees are just the spot to recreate scenes from The Birds.) Maybe this will finally be the way the show manages to slip in some flashbacks next season, as he shows Bran his archives of what was and what will be? As for how he will teach him to fly—perhaps that means warging not just into ravens or eagles or direwolves (and Hodors), but also dragons? Wouldn't that be something?