Why is Winter Coming?

From the very first volume of A Song of Ice and Fire, and the very first episode of the TV show A Game of Thrones, we have been told that Winter Is Coming.

What we have not been told is -- why?

This, I would argue, is the central mystery of the world George R.R. Martin is building. Astonishingly, most readers and viewers accept it simply as a given fact about the world that demands no further explanation. In-universe, that would be an obvious position; but looking at the story from outside, creating a world with apparently-unpredictable seasons is a marked and unlikely choice that demands an explanation.

In this world of ice and fire (note how the series title itself can be read as referring to climate and/or weather), the meta-seasons are not just longer than our real-world seasons -- with summers and winters lasting for years or generations -- but they are also entirely unpredictable, even by the Maesters of the Citadel. Despite generations of study by an order devoted to collecting and interpreting data, for which the prediction of seasons is clearly a priority (hence the white ravens), the Maesters apparently still cannot do better than look at the current weather and make a good guess. There is mention of multiple attempts at calculating the seasons, but all of those are said to have been unsuccessful. If this is concerning to the Maesters, it should be concerning to us.

One possible explanation has also been dangled in front of us from the beginning. Does the cold bring the Walkers, or do the Walkers bring the cold? We know that, at the very least, winter can have something to do with the Others, and thus with the Children of the Forest who created these Others as a weapon.

From there, it is not a big stretch to assume that winter itself is periodically being used as a weapon by the Children of the Forest -- or at least by those Children of the Forest who will not go gently "into the stones and the ground", as the likes of Leaf are resigned to do. And considering that this same faction first used their magic to stem the tide of the First Men overrunning their home, their goal in calling down winters is most likely to keep humans from multiplying too much, or developing too much, to threaten the last remaining refuges of the Children.

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