You are watching the wrong show. Wights/White Walkers were right there in the very first scene of the very first episode in the very first season.
We've seen Wights, White Walkers, Giants, mammoths, dragons, Melisandre give birth to a shadow assassin, and tons of other shit, and you're complaining about fantastical elements.
It's a freaking fantasy show!
No kidding. Bran's shit is consistent with the rest of the show, it's just that that kind of stuff has been in the background for the most part so far. I'm guessing it's only going to get deeper into the fantasy elements as the show goes on so I hope you guys can accept it.