Skroth is the language spoken by the White Walkers. It sounds like the cracking of ice.
The credits for episodes of Season 1 of the TV series include the statement: "Dothraki, Ashai'i, and Skroth languages created by the Language Creation Society and David J. Peterson."
Peterson developed a spoken language for the White Walkers to use in Season 1 (probably in the unaired pilot episode), but it was not ultimately used on-screen, and dropped entirely from Season 2. Instead, actual ice-cracking sound effects were used when the White Walkers are conversing.
In an interview with Entertainment Weekly during Season 2, Executive Producers David Benioff and D.B. Weissstated that "Skroth" is indeed the official name of the language use by the White Walkers. According to the interview, the inhuman (and unpronounceable) sounds of Skroth, "ice-cracking chatter", were created by Sound Designer Peter Brown.
I created some stuff for both Skroth and Asshai’i, but I don’t think any of it ended up on screen. I’m not sure what I’ll do with those sketches, but they’ll probably stay under wraps for the duration of the series (not that they were anything big). [x]
Skroth: To the extent that this even counts as a language, I like the sound of it, and the concept of an almost Nordic-like creole (not a posteriori, but in its sound). [x]
[Skroth] is not something that I’m likely to release while the show is ongoing. You never know what will happen in future seasons, if something will be used, if something will be changed, etc., so I don’t want to release that sketch or the other while there’s a chance they might yet emerge in a similar or radically different form. [x]