Osha is a spearwife and a raider wildling from north of the Wall. She and three other wildlings came upon Bran Stark alone, and Osha wanted to bring him to Mance Rayder. Bran's party rescues him and kills them all, but spares Osha. She eventually becomes a kitchen servant at Winterfell. When Theon takes over, Osha pretends to bend the knee. After the Sack of Winterfell, Osha helped Bran, the direwolves, the Reeds, Rickon, and Hodor escape. She is currently in Skagos with Rickon and…
Theon Greyjoy is technically the heir of his deceased father, Lord Balon. He became a hostage/ward to Ned Stark after the Greyjoy Rebellion at 9. Theon was close to Robb, but when sent to treat with Balon, Theon turned and seized Winterfell. He freed a prisoner named "Reek," who was actually Ramsay Bolton. Ramsay captured Theon, nicknamed him "Reek," and tortured him beyond recognition. Theon is currently Stannis' prisoner and his nickname is Theon Turncloak.
Game of Thrones series 3: video interview with Kit Harington aka Jon Snow
The bastard son of Eddard Stark and steward to Lord Commander of the Nights Watch, Jon is extremely skilled in battle and clever, but hot-headed. While ranging with Qhorin Halfhand to eliminate a wilding scout party and clear the way for the Night Watch to attach a wilding arm, Jon hesitated and cost his brothers their lives. Qhorin and Jon were taken hostage and are currently being marched to Mance Rayder, the King Beyond-The-Wall, to be tortured and killed.