The Wall

Although you have been to the North before, you have never been as far north as the Wall, but you had always wanted to see it for yourself. You figure now would be as good a time as any.

As such, you head due North along the kingsroad, following it all the way to the Wall. You never stray too far from it, only to hunt or forage for food whenever you need some. Luckily, even in these frigid conditions, you manage to find enough sustenance and then some. You save up as much as you can for when you are out of the Seven Kingdoms.

You do not stop in any villages or cities, though you do resupply in Mole's Town once you get close to the Wall. After that, it's straight for the Wall.

When you get to Castle Black, it's just a matter of convincing the Watchmen to let you past the gate. It takes a while, but you manage to get them to let you pass, though they caution you that they may not be able to let you back, depending on the circumstances of your return. But that is a risk you are willing to take.

Now that you are North of the Wall, the real difficulties begin. You need to decide where to head and soon. You could always go straight to Craster's Keep in the haunted forest. Or you can just keep going.