Bear Island

It's definitely not on your way towards White Harbor, but after hearing that its ruler, Mage Mormont, has five daughters, you just need to pay a visit to Bear Island. It might even be a good choice to establish your seat if the conquest should go awry - as an island, it's easier to defend, and it's said to be quite beautiful and forested.

It's not a long journey, though a few days of heavy snow slow you down a lot. Finally you reach the Bay of Ice.