As the podcasters point out though we've already seen wights beyond the wall in Season 1. Jon Snow kills it with Jeor Mormont's torch after it comes back to life in Castle Black. It got there because someone dragged it through the gate believing it was dead only to have it come back to life. The White Walkers might not be able to cross the wall on their own volition, but they can cross the wall with someone's help. That means if someone allows them in they could essentially get past the wall.