I noticed the divergences, too, and there's been several of them.
First? Locke. He's purely a creation of the show. I think he was originally intended to be a stand-in for Vargo Hoat, leader of the Brave Companions. He was at Harrenhal, and he cut off Jaime Lannister's hand in the book. But in the show they've folded his role into Locke who is one of House Bolton's men. And he made his way up to The Wall? Really? I understand Roose Bolton wanting to eliminate the last of the Starks in an effort to completely secure the North. I just don't recall Theon/Reek ever letting the real info about Bran and Rickon's true fate getting exposed to Ramsey Snow and thereby Roose Bolton.
The events north of The Wall are definitely a creation of the show. And you know that simply because none of those Night's Watch traitors were ever POV characters in the books. I thought that the fate of the traitors had been left as them having killed one another off over time. The sequence with Summer and Ghost was definitely a little surprising, and it left me hoping that the two dire wolves would be reunited. And then for Bran and company to get captured? Again, another divergence. But I think the showrunners are trying to build some of the suspense and danger as Bran, Meera, Jojen and Hodor make their way North.
But that last scene? OMG that was creepy. Again, a creation of the show since those characters were never established as POV characters.