In the world of Game of Thrones, "The Gift" is not only the name of this episode, but a region of land just south of the massive Wall - a barrier made of magic and ice that separates the land of the seven kingdoms from whatever lies beyond.
The Wall was erected so long ago that few who know of it remember why it was constructed in the first place, but we the audience know well the terrors beyond-the-wall. Men were garrisoned along its borders, coast to coast, but instead of hunting the true enemy, The Night’s Watch grew accustomed to merely fighting Wildlings; the men unfortunate enough to still be living north of the divide, and who frequently try to find their way south.