He is a giant and a member of Mance Rayder's army. He is more commonly referred to by the wildlings as "Mag the Mighty".
Mag is a leader among the giants that joined the Free Folk army united by Mance Rayder. Mance refers to him as the "king" of the giants, last of a bloodline stretching back thousands of years to before the arrival of the First Men in Westeros.
During the Battle of Castle Black, Mag approaches the Wall on the back of a mammoth. He rides up to the front gate and dismounts, at which point he and Dongo take the mammoth and turn it around while several wildlings tie ropes to it, then they tie the other end of the ropes to the gate's supports. While the mammoth tries to pull the gate open, men of the Night's Watch throw down flaming barrels of tar, which explode and drive the mammoth off. Dongo attempts to chase after it, but this brings him within the firing arc of a large ballista mounted atop the Wall. The ballista bolt impales him from behind and he is killed.
Mag is enraged at the death of his fellow giant and bellows out a fearsome cry. His already incredible strength swelled with anger, Mag manages to lift the massive gate with his bare hands. He succeeds in passing underneath, though it slides closed again when he releases it. Mag then charges through the icy tunnel to the portcullis in the middle. Grenn, Donnel Hill, Cooper, and three others are waiting for him and terrified, but Grenn rallies his men by leading them in reciting the oath of the Night's Watch, finishing just as Mag collides with the gate.
After the battle ends, Jon Snow and Samwell Tarly find Mag's body in the tunnel beneath the Wall, along with those of the men he fought, who successfully held the gate at the cost of their own lives.
When Jon treats with Mance in the wildling camp, Mance asks what happened to the giant who managed to get inside the gate, but who never came out. Jon explains that he died, killing six black brothers including Jon's friend Grenn. Saddened, Mance tells Jon that the giant's name was Mag the Mighty, the giants' king - the last of a bloodline which stretched back to long before the arrival of the First Men in Westeros. In mutual respect, Mance and Jon drink to the memory of both Mag and Grenn.
A giant in service to Mance Rayder, Mag was killed during the battle of Castle Black.