Osha is a Wildling woman who initially attacks the Stark boys with her fellow Wildlings while they're in the woods. After being taken captive and made to earn her keep in the halls of Winterfell, she actually proves to be quit useful. (SPOILER) And when Theon Greyjoy overtakes Winterfell, she helps Bran and Rickon escape with their wolves and goes to the Wall to seek help.

Needless to say if you haven't seen 'Game of Thrones' or read the books, you're probably going out of your mind with confusion. Don't let this deter you, though. Keep at it.