In George R.R. Martin's A Song of Ice and Fire, the undead, supernatural force that lies beyond The Wall are known as The Others. However, when David Benioff and D.B. Weiss ushered in Game of Thrones, they decided to call them the White Walkers, a name that was more distinct for TV audiences.
In Martin's A Song of Ice and Fire, the 'Others' are rarely called anything else. There's a few instances of them being called different names, mostly from the Wildlings. Look no further than Gilly, when she describes them to Jon Snow, saying: "The cold gods. The ones in the night. The white shadow." In addition, Martin does occasionally mention them as 'white walkers,' which can be seen in an inner monologue from Sam Tarly: "The white walkers of the wood."
For Game of Thrones, they're pretty much exclusively known as White Walkers. The show ardently sticks to that name. In an audio commentary for the series premiere, showrunners David Benioff and D.B. Weiss explained that the decision was made early, citing that there's enough characters in the series as it is, and referring them as 'Others' would confuse viewers. Book readers, on the other hand, see Others written as a proper noun, making it simpler to differentiate.
Moreover, changing their name to White Walkers was done to avoid stepping on the toes of ABC's show Lost, which had a group of the same name.

However, in the season finale of prequel A Knight of the Seven Kingdoms, viewers noticed that Lyonel Baratheon (Daniel Ings) refers to the White Walkers as The Others in a throwaway line. It comes in the opening of the episode when Dunk (Peter Claffey), laying against a tree after being beaten with in an inch of his life, chats with Lyonel Baratheon. As the two discuss their futures and what's next, Lyonel's maester declares Dunk's wounds to be beyond his abilities to heal, to which Lyonel grumbles: "Oh, the Others fucking geld me." Suffice to say, Dunk's wounds were not mortal.
For some viewers, that line may have passed without another thought. But for those who read the books, it's a surprising homage to the source material. It marks — as far as we can tell — the first time that the White Walkers are referred to as The Others in the TV franchise.
A Knight of the Seven Kingdoms season 1 is now streaming on HBO. Season 2 is already in production, with the next batch of episodes adapting the novella "The Sworn Sword" by George R.R. Martin. It is set to premiere sometime in 2027.
