My fave "theory":
Lyanna Mormont made the Mad King mad
Ever since Bran’s Hodorrific powers came to light, fans have been eager to gobble up the all-bran breakfast cereal, i.e. blame Bran for all that happens, happened and will happen. As part of that, some fans claim that Bran showed the Mad King something that made him mad. But what was it that Bran showed him? White Walkers? Ice spiders as big as hounds? Maybe, just maybe, it was the sheer awesomeness of Lyanna Mormont. That’s more than enough to turn anyone batshit crazy, don’t you think?