White walkers. You could end up killing thousands of them, but if you don't burn them some superior white walker resurrects them by raising his arms. I don't have time to burn their bodies if I'm busy killing a horde.
Edit: If you have not seen the last episode or missed a couple here is your [b][i]SPOILER WARNING[/i][/b]
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[spoiler]
Melisandre believed Stannis was Azor Ahai reborn. Don’t remember who that is? Well, if you have 16 minutes to spare, you can watch this fantastic, in-depth video explaining the whole Ahai myth. If you want a shorter version: thousands and thousands of years ago there was something called the Long Night in which the Others (a.k.a. White Walkers) laid waste to the realms of men during a long winter. According to legend, there was a hero who put a stop to the Long Night, and he was called by many names throughout the fictional lands of Westeros, Essos, and beyond. The Prince That Was Promised, the Last Hero, the Stallion Who Mounts the World, Azor Ahai, etc. These are probably all the same savior figure, and, according to a widespread prophecy, he’s destined to be reborn and save the world once more. Melisandre had been operating under the assumption that Stannis Baratheon was that chosen one born of smoke and salt. We don’t have to believe that Jon Snow is Azor Ahai, just as long as Melisandre does. But, hey, maybe he is the Prince That Was Promised. What Hints Have There Been that Jon is Azor Ahai? This gets a little complicated so bear with me. One of the biggest efforts the show has made to indicate Jon’s Chosen One status was that business he did with his sword at Hardhome. Like King Arthur or Godric Gryffindor, Azor Ahai has a legendary sword called Lightbringer. In the books, Samwell Tarly says, “I found one account of the Long Night that spoke of the Last Hero [a.k.a. Azor Ahai] slaying Others with a blade of dragonsteel. Supposedly they could not stand against it.” Melisandre spoke of the legend of Lightbringer back in Season 2, saying, “In the ancient books it is written that a warrior will draw a burning sword from the fire.” In the books (though not the show), when he saved Lord Commander Jeor Mormont's life from a wight attack at Castle Black, Jon Snow set a fire that damaged Longclaw’s hilt, melting silver on the bear's head pommel and burning the crossguard and grip. Mormont gave the sword to Jon, so the blade Snow used on that White Walker at Hardhome, Longclaw, was technically pulled from a fire.
The sword and Melisandre’s fascination with Jon Snow have been the show’s biggest indications that he’s someone special. In the books there are other signs. Melisandre says, ”I pray for a glimpse of Azor Ahai, and R’hllor shows me only snow.“ Apparently, R’hllor has a sense of humor. In the books, Jon dreams of being armored all in ice clutching a burning sword which he uses to kill his wildling girlfriend, Ygritte. In the legend, Azor Ahai forged his legendary sword by plunging it into the heart of his beloved wife, Nissa Nissa. Finally, Azor Ahai is supposed to be descended from Aerys (the Mad King) and Rhaella Targaryen. If rumors about Jon’s parentage are true, Aerys and Rhaella could be his grandparents. So there you have it, Jon Snow, the poor Bastard of Winterfell, could very well be the Prince That Was Promised.[/spoiler]
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Lol still haven't watched all of season 5 :/