Earlier this year, Night King actor Vladimir Furdik confirmed that his Game of Thrones character "has a target he wants to kill," and it appears that last night's episode, "A Knight of the Seven Kingdoms," may have revealed who that person is: Bran Stark, who is now the Three-Eyed Raven. In a meeting before the dead march on Winterfell, Bran says, “He’ll come for me. He’s tried before. Many times, with many Three-eyed Ravens.”
When explaining why it's him the Night King wants, Bran revealed what the Three-Eyed Raven does, and what his death would mean for Westeros.
According to Bran, the Night King's goal is "An endless night. He wants to erase this world." Bran goes on to say, "I am its memory," referring to the fact that he, as the Three-Eyed Raven, knows everything that has happened in the history of Westeros. To this, Sam Tarly replies, "Memories don’t come from books. And your stories aren’t just stories. If I wanted to erase the world of men, I’d start with you.”
The Night King was able to get his hands on Bran in a vision, and Bran is permanently marked from the encounter, which means the Night King always knows where he is. Now, Bran—guarded by Theon—will serve as bait to lure the Night King into Winterfell.
Could this be foreshadowing the fact that Bran won't see the end of the season? We'll just have to wait and see what's coming in episode three and beyond.