Hopefully they are not the generic evil "we want to kill everyone" type of threat and we'd see some actual goal that they're aiming for.
We've seen some good theories here about what they want like The true nature and purpose of the Others and the ending of the series and Who Watches the Watchers on the Wall: The Cold War parallels between Doctor Manhattan and The Wall where they are fighting because of ancient oaths broken by humans or to get access to information about the happenings south of the wall as a sort of informational warfare.
What other theories do you have about their goals?
I've considered the possibility that they are starting a real estate project of building multiple ice skating rinks all over the True North and are just clearing space by herding away the intruding humans.
Once the freefolk are south of the wall, they will proceed to the next step, actually building the stadiums.
Why ice skating? Well, they have to do something to pass the time. You can't expect them to just work all day.
PS: George, please release TWOW.