Warning: This article contains spoilers.
There were a lot of theories about how Hodor became Hodor. Ever since Bran had a vision of the younger version of the sweet, barely verbal character - who was once a relatively talkative boy named Wylis - the speculation heated up. One of the most popular hunches was that Wylis, like Bran, could warg into animals, and his human self was mentally impaired after the creature he was inhabiting (Lyanna Stark's horse, perhaps) was killed.
Well, that didn't happen.
The truth was revealed during the most recent downer episode of Game of Thrones, appropriately titled The Door.
Bran and the Three-Eyed Raven are in the midst of a vision when the cave where they're hiding out is attacked by the Night's King and his White Walker army. As the zombies approach, one of the Children of the Forest tells Meera to save Bran. But when she runs into the cave to rescue him, his mind is stuck in the past leaving him unresponsive. Meanwhile, the always fearful Hodor is inconsolable.