One thing that has often stood out to me is the imagery that GRRM uses with characters and their shadows on the Wall. Lets take a look.

"So power is a mummer's trick?"

"A shadow on the wall," Varys murmured, "yet shadows can kill. -ACOK, Tyrion III

Thoughts/Theories: Shadows on the Wall

Stannis/Mel

Flames from the the wildling "conversion" to R'hllor etch Stannis/Mel on the Wall:

R'hllor was a jealous deity, ever hungry. So the new god devoured the corpse of the old, and cast gigantic shadows of Stannis and Melisandre upon the Wall, black against the ruddy red reflections on the ice. -ADWD, Jon III

and (Stannis again):

The pit fire was burning low, and the king's shadow on the Wall had shrunk to a quarter of its former height. Jon Snow could see his breath in the air. Cold, he thought, and getting colder. This mummer's show has gone on long enough. -ADWD, Jon III

and Mel again during the Karstark/Thenn wedding:

And Melisandre said, "Let them come forth, who would be joined." The flames cast her shadow on the Wall behind her, and her ruby gleamed against the paleness of her throat. -ADWD, Jon X

Jon Snow

"Every man who walks the earth casts a shadow on the world. Some are thin and weak, others long and dark. You should look behind you, Lord Snow. The moon has kissed you and etched your shadow upon the ice twenty feet tall."

Jon glanced over his shoulder. The shadow was there, just as she had said, etched in moonlight against the Wall. -ADWD, Jon VI

Tyrion

The intro quote I used is actually about Tyrion:

"So power is a mummer's trick?"

"A shadow on the wall," Varys murmured, "yet shadows can kill. And ofttimes a very small man can cast a very large shadow." -ACOK, Tyrion II

and while there are numerous quotes throughout the series regarding shadows/walls and other characters, I chose to include the Tyrion ones primarily due to his ties to the Wall:

I think that Lord Tyrion is quite a large man," Maester Aemon said from the far end of the table. ... "I think he is a giant come among us, here at the end of the world." -AGOT, Tyrion III

and:

the light from within threw his shadow clear across the yard, and for just a moment Tyrion Lannister stood tall as a king. -AGOT, Jon I

and:

"Dragons old and young, true and false, bright and dark. And you. A small man with a big shadow, snarling in the midst of all." -ADWD, Tyrion VIII

If interested: Tyrion & the Dragons: "A small man with a big shadow, snarling in the midst of all"

Red Shadows vs. White Shadows

It should be noted that not only are the Others referred to as white shadows (so is Ghost, see below), but that Mel is referred to as Stannis' red shadow, and her thoughts on shadows are below:

Shadowbaby #1

it was only the king's shadow shifting against the silken walls. She heard Renly begin a jest, his shadow moving, lifting its sword, black on green, candles guttering, shivering, something was queer, wrong, and then she saw Renly's sword still in its scabbard, sheathed still, but the shadowsword . . .

As she prepares to birth Shadowbaby #2

"There was no need," she said. "He was unprotected. But here . . . this Storm's End is an old place. There are spells woven into the stones. Dark walls that no shadow can pass—ancient, forgotten, yet still in place."

"Shadow?" Davos felt his flesh prickling. "A shadow is a thing of darkness."

"You are more ignorant than a child, ser knight. There are no shadows in the dark. Shadows are the servants of light, the children of fire. The brightest flame casts the darkest shadows." -ACOK, Davos II

and:

The carved chest that she had brought across the narrow sea was more than three-quarters empty now. And while Melisandre had the knowledge to make more powders, she lacked many rare ingredients. My spells should suffice. She was stronger at the Wall, stronger even than in Asshai. Her every word and gesture was more potent, and she could do things that she had never done before. Such shadows as I bring forth here will be terrible, and no creature of the dark will stand before them. With such sorceries at her command, she should soon have no more need of the feeble tricks of alchemists and pyromancers. -ADWD, Melisandre I

vs.

"What gods?" Jon was remembering that they'd seen no boys in Craster's Keep, nor men either, save Craster himself.

"The cold gods," she said. "The ones in the night. The white shadows."-ACOK, Jon III

Ghost

Jon donned his cloak and strode outside. He made the rounds of Castle Black each day, visiting the men on watch and hearing their reports first hand, watching Ulmer and his charges at the archery butts, talking with king's men and queen's men alike, walking the ice atop the Wall to have a look at the forest. Ghost padded after him, a white shadow at his side. -ADWD, Jon II

and:

In the shadow of the Wall, the direwolf brushed up against his fingers. For half a heartbeat the night came alive with a thousand smells, and Jon Snow heard the crackle of the crust breaking on a patch of old snow. Someone was behind him, he realized suddenly. Someone who smelled warm as a summer day.

When he turned he saw Ygritte. -ADWD, Jon VI

Weirwoods

The phrase "in the shadow of the Wall" is often used as well. Mostly to describe the Wall's shadow on the ground and events, etc. that take place inside it:

The Night's Watch permitted the forest to come no closer than half a mile of the north face of the Wall. The thickets of ironwood and sentinel and oak that had once grown there had been harvested centuries ago, to create a broad swath of open ground through which no enemy could hope to pass unseen. Tyrion had heard that elsewhere along the Wall, between the three fortresses, the wildwood had come creeping back over the decades, that there were places where grey-green sentinels and pale white weirwoods had taken root in the shadow of the Wall itself, but Castle Black had a prodigious appetite for firewood, and here the forest was still kept at bay by the axes of the black brothers. -AGOT, Tyrion III

If interested: Accessible Weirwood/Heart Trees

No Shadow for Stannis

In Daenerys' House of the Undying vision she see Stannis without a shadow:

Glowing like sunset, a red sword was raised in the hand of a blue-eyed king who cast no shadow.

I found this all just a bit interesting just knowing the potential for darkness in the plotlines of Jon/Stannis/Mel. We already know Stannis burns his daughter, but the potential exists for much more for all three ranging from side effects to Jon's resurrection, Bran/Jon becoming enemies, Night's King 2.0, etc., just knowing that TWOW is going to be a super dark book.

TLDR: Nothing groundbreaking just some quotes of characters (Stannis/Mel/Jon) whose shadows fall upon the wall and some potential other quotes that could tie in.