Of course, as a commenter notes, Benjen Stark could have just noticed giant dragons flying over overhead, but this theory seems more interesting, given that we know that Benjen is receptive to distress calls from the Three-Eyed Raven. Of course, now we'll never know. Benjen was finally killed when the wights descended on him, and didn't explain how he ended up there in the first place. Another Stark dies, but because of his sacrifice, another Stark lives on.