I believe Skroth was developed to be the show's vision of the language Martin had in mind for his Others in the books.
The Other said something in a language that Will did not know; his voice was like the cracking of ice on a winter lake, and the words were mocking. - A Game of Thrones, Prologue
Skroth was ultimately scrapped from the show as the producers felt it would lessen the impact of the introduction of the White Walkers. However, it is described in a similar way.
David Peterson, the language consultant who developed Dothraki and Valyrian for the show, also created a spoken language for White Walkers that the showrunners intended to include in the pilot. It’s called Skroth, and probably won’t end up being used even if White Walkers do one day speak.
“It was actually going to be for the very first scene of the show where the White Walker comes and cuts that guy’s head off. There are parts where you hear them kind of grumble and vocalize; it was going to be for that,” Peterson explains to Zap2it at San Diego Comic-Con. “I think ultimately they decided they didn’t want them actually saying stuff and even subtitle it. That might have been a little corny, honestly, for the opening scene of the show.”
Skroth sounded “pretty scratchy,” Peterson explains, because he used audio modification to “give it a particular sound.” As “Game of Thrones” reveals more and more about the White Walkers and their culture, there’s always the chance characters like the Night’s King could speak. Peterson expects he’ll start over if that happens.
“It’s an open question if there’s going to come a point where they actually have a dialogue,” he says. “Because they didn’t get used, I don’t know if I would still use it. I think it would be an open conversation. There is stuff there that could be built on, but I wouldn’t be surprised if they wanted to do something entirely new, and that would be fine.”
The White Walkers are a sentient and intelligent species, so some form language communication is to be expected. The screeching we hear is probably the remnants of that development.
As far as other forms of communications, Martin has been mum on whether the White Walkers share a bond with the wights they raise...
Martin was asked,
"Do The Others warg into the bodies of the dead the same way that wargs go "into" the bodies of animals?",
and in response Martin said,
"Yes. Hmm, there's excellent cheese on that pizza!".
Martin gives this response (or similar), come to be known as excellent cheese answers, to any question that he does not want reveal all the information on.
Note: Content originally written here by me on the M&TV Stack.