That the crypts, as well surmise, hold ancient secrets, including possibly the burial spot / prison of the Great Other. That Winterfell is named exactly that for that exact reason. It's the spot where winter fell. Bran the builder built the first keep over the crypts, decreed there must always be a Stark in Winterfell, and that while the rest of the castle is reasonably warm because of the hotsprings, the crypts are contrastingly cold.
Maybe the Night's King raises the Great Other from imprisonment after the WW's take Winterfell in episode 3 (assuming they do, which seems super likely).