I'm also shocked by the origins of the a White Walkers.
I don't know if their origin will matter later but I thought this was kind of dumb. I really don't care for origin stories that don't add anything to the story line, and this seemed a little nonsensical. Sure its kind of neat to know, but who cares if the Children of the Forest created them, if they were created by a red priestess, or if they've just always been. In my opinion it really doesn't matter and adds more connections to an already complicated story line.
We don't need a backstory on where the dragon eggs came from, why there are white walkers, why Jamie and Cersei are in to each other, how the Knight's Watch built such an impossibly high wall, etc. Just tell me a story and I'll accept some facts without knowing the reasons.