That symbol on the wall kinda look like swastikaI'm fairly certain that was the young Lord Umber Sansa sent back to his castle with more horses and wagons to bring his people back to Winterfell.
Beyond that, the message tells us a lot about the night king. The fact that he picked the young lord out of all the people to leave a message with means he's smarter and more aware of his enemies than previously shown.
Specially when it was on fire