Three rangers in the Prologue of Game of Thrones were Will, Gared, and Waymar Royce. In the book Will was up a tree, hiding and watching:
“On your feet, Will,” Ser Waymar commanded. “There’s no one here. I
won’t have you hiding under a bush.”
Reluctantly, Will obeyed.
Ser Waymar looked him over with open disapproval. “I am not going back
to Castle Black a failure on my first ranging. We will find these
men.” He glanced around. “Up the tree. Be quick about it. Look for a
fire.” .
.
.
.
“Will, where are you?” Ser Waymar
called up. “Can you see anything?” He was turning in a slow circle,
suddenly wary, his sword in hand. He must have felt them, as Will felt
them. There was nothing to see. “Answer me! Why is it so cold?”
It was cold. Shivering, Will clung more tightly to his perch. His
face pressed hard against the trunk of the sentinel. He could feel the
sweet, sticky sap on his cheek.
His commander, Waymar Royce fought the white walkers and died:
Royce went to his knees, shrieking, and covered his eyes. Blood welled
between his fingers.
The watchers moved forward together, as if some signal had been given.
Swords rose and fell, all in a deathly silence. It was cold butchery.
When he finally came down Royce came back to "life" and killed him.
Will rose. Ser Waymar Royce stood over him.
His fine clothes were a tatter, his face a ruin. A shard from his
sword transfixed the blind white pupil of his left eye.
The right eye was open. The pupil burned blue. It saw.
The broken sword fell from nerveless fingers. Will closed his eyes to
pray. Long, elegant hands brushed his cheek, then tightened around his
throat. They were gloved in the finest moleskin and sticky with blood,
yet the touch was icy cold.
The third ranger, Gared, ran off before the white walkers showed up and was later seen south of the wall. The Starks did not take his talk about white walkers seriously and beheaded him for deserting the Night's Watch.
As for Sam, in Storm of Swords, chapter 18 (first Sam chapter, very close to the end) they are retreating from the Fist of the First Men and encounter a white walker:
And then he was stumbling forward, falling more than running, really,
closing his eyes and shoving the dagger blindly out before him with both
hands. He heard a crack, like the sound ice makes when it breaks beneath
a man's foot, and then a screech so shrill and sharp that he went
staggering backward with his hands over his muffled ears, and fell hard
on his arse.
When he opened his eyes the Other's armor was running down its legs in
rivulets as pale blue blood hissed and steamed around the black dragonglass
dagger in his throat. It reached down with two bone white hands to pull
out the knife, but where its fingers touched the obsidian they smoked.