He is the leader of the Free Folk and a feared opponent of the Night's Watch.
Mance Rayder was once a noted ranger of the Night's Watch. He was actually born a wildling and is proud that he has wildling blood in his veins, but as an infant he was left at one of the castles on the Wall to be raised in the Night's Watch.
As a young man, he deserted his post and fled north of the Wall to join the wildlings. He rose to become the King-Beyond-the-Wall, a title bestowed on a wildling leader who manages to unify all of the tribes under his command. It appears he has held the position of King-Beyond-the-Wall for more than a decade, as Ser Alliser Thorne mentions he was King-Beyond-the-Wall during the previous winter.
Ser Alliser tells Jon Snow and Samwell Tarly that the wildlings under Rayder are hard, skilled men who know their country much better than the Watch does.
A wildling raiding party takes Bran Stark prisoner near Winterfell. One of their number, Osha suggests taking Bran Stark as a captive to Mance. This suggestion is rejected as the wildlings are fleeing south in terror of the White Walkers.
Craster tells Lord Commander Jeor Mormont that Mance is assembling an army in the Frostfangs. Varys reports rumors of the wildlings organizing under Mance to the Small Council. Qhorin Halfhand predicts that the wildlings will be more dangerous under Mance because he used to be a man of the Night's Watch and knows their tactics.
When she is captured, Ygritte points out to Jon Snow that the wildlings chose Mance Rayder to lead them, and he's not "King-Beyond-the-Wall" because his father was. Ygritte also says that Mance Rayder chose to desert from the Night's Watch to join the Free Folk. Ygritte reverses the situation and takes Jon prisoner. She argues to the Lord of Bones that Mance will want to question Jon because he is the bastard son of Ned Stark, so they shouldn't just kill Jon on the spot. The Lord of Bones has also captured Qhorin and they march back to Mance with both captives.
When Jon Snow slays Qhorin, Ygritte mentions to the Lord of Bones that he can tell Mance Rayder who killed Qhorin. Jon's ropes are cut and they stand before Mance's encampment.
Jon Snow is brought to the main wildling camp and introduced to Mance Rayder, though Jon initially mistakes Tormund for the King-Beyond-the-Wall, until Mance reveals himself, and asks Jon why he wants to break his vows and leave the Night's Watch to join them. Jon Snow expresses disgust at Lord Commander Mormont's complacency towards Craster, particularly in regards to Craster's practice of sacrificing his newborn sons to the White Walkers, and he tells Mance that he wishes to join the side that fights for the living.
As Mance's army marches from the Frostfangs, Mance asks Jon about his killing of Qhorin Halfhand, whom Mance liked. Mance reminds Jon that despite his liking of him he will kill him if he betrays the Free Folk, also revealing to Jon of his Wildling blood. Jon answers he understands what it is like to want to protect one's people. Mance refutes him and rhetorically asks him if he understands how to unite nearly one hundred clans and tribes - Thenns, Hornfoots, Ice-river clans, cave people - that want to massacre each other. He adds that his army speaks seven different languages. He then insists asking Jon how he managed to unite moon worshippers, cannibals, and giants into the same army. Jon admits he doesn't know. Mance answers he told them they were all going to die unless they go south. Afterward, the two join Tormund and Ygritte beside Orell, who is scouting with his eagle. Mance explains Orell is a warg, capable of entering the minds of animals and seeing through their eyes. He then asks Orell what he saw. Orell explains he saw the Fist of the First Men, and dead "crows"
Upon arriving at the Fist, Mance and his army discover that the bodies of the Night Watch were gone and the White Walkers had rearranged the dead carcasses of their horses into a complex spiral. Realizing that Lord Commander Jeor Mormont had lost most of his fighting men, which severely weakened the Watch, he ordered Tormund to take twenty men and Jon, and climb the Wall. Their mission was to wait for other parties on the other side and attack Castle Black from the South while he hit them from the North with the main army. When the time would come, Mance would signal them by lighting the 'biggest fire the North has ever seen'.
Mance meets with Jon Snow the morning after Battle of Castle Black. He is disappointed that Jon's true allegiance was with the Night's Watch all along. Mance then asks Jon about his lover, Ygritte. Jon informs Mance of her death during the battle, but admits he was not the one to kill her. Jon and Mance share a drink and Mance admits that Jon and his brothers fought well. Mance questions Jon about the fate of the giant that entered Castle Black's tunnel and never came back out. Jon tells him that the giant was killed by his friend Grenn, who was also slain. Jon wants Mance to order his wildling army to return to their homes, but Mance knows that the Night's Watch is low on oil, arrows, and men. Mance also reveals that he sent a force of 400 wildlings to climb the Wall five miles west of Castle Black, where it is unmanned; it is now only a matter of time and casualties. Mance offers Jon an ultimatum; open the tunnel, let the wildlings pass the Wall, and no one else will die. If they refuse, the wildlings will massacre the remaining garrison in Castle Black. Mance's real goal is not to destroy the Watch (despite his long-standing feud with them), but to get his people on the opposite side of the Wall from the oncoming White Walkers; he references the motto of Jon's family, "winter is coming". Jon eyes a knife that is nearby him in the tent, clearly giving away his true intentions to Mance. He asks Jon if he is capable of killing a man that has shared food with him and offered him reasonable peace terms.
They are interrupted by the sound of horns in the distance and it is revealed to be the forces of Stannis Baratheon. Caught completely off-guard, Mance's forces are no match for the armored-clad cavalry, who slaughter many of them by attacking from both the north and south. Mance is approached by Stannis himself and is taken prisoner. Even though he surrenders immediately- saying "my people have bled enough"- Mance refuses to kneel at Stannis' request, as they are not in the Seven Kingdoms and the Free Folk don't recognize Stannis as a King. Recalling how Mance spared him when he was captured by the Wildlings, Jon convinces Stannis to show Mance and his people similar mercy, and Mance is taken prisoner rather than executed.
In the aftermath of the wildlings' defeat at Castle Black, Mance remains a prisoner of Stannis. Stannis attempts to get Jon to convince Mance to bend the knee and help him in his quest to take Winterfell from the Boltons, and gives Jon until nightfall of that very day to win Mance's support or otherwise Mance will be burned alive. Jon does attempt to convince Mance, but he adamantly refuses to kneel before anyone, and while showing fear at the prospect of death by fire, Mance ultimately chooses it over serving Stannis. That night, Mance is given one last chance to kneel before Stannis as he is taken to the pyre, but still refuses. Melisandre cites Mance as the "King of Lies" and proceeds to burn the pyre upon which he is tied to. However, as Mance begins to burn, Jon Snow takes a bow and shoots him through the heart, ending his suffering
Once a brother of the Night's Watch, Mance abandoned his vows to join the wildlings. He spent a lifetime banding the unruly tribes of the North together under his banner as King-Beyond-the-Wall, but was defeated by Stannis Baratheon whenhis army tried to take Castle Black. Mance refused to ally with Stannis and help him win the North, condemming himself to death by fire. In an act of mercy, Jon Snow shot the wildling king with an arrow before he could betray his fear.
Mance is a charismatic, calm, and determined man with strong leadership qualities. It is these qualities that allowed him to defect from the Night's Watch to join the Free Folk, and quickly rise to the title of King-Beyond-The-Wall. Mance's exceptional social skills enabled him to unite the diverse wildling clans, no matter how different they were from one another or how much they wanted to kill one another. Mance is also very aware of the threat the White Walkers will pose to the entire world and used it to his advantage in convincing the wildlings to unite as a singular army. Because of his honest yet stern persona, he earned the respect and admiration of the toughest of wildlings and even giants. Mance states himself, however, that his trusting nature is also a weakness of his; having honestly let himself believe that Jon Snow was truly defecting from the Night's Watch as he did. However, even when faced with such betrayal or adversity, Mance keeps a calm and level-headed attitude, not even growing overly angry when discovering Snow's attempt to assassinate him. Above all else, Mance cherishes the Free Folk and their culture, performing dangerous and world-changing actions in the hopes of finding them safety from the coming winter.