I purchased Simplicity pattern #4923 to sew a tunic top and fur vest and also put together a wolf-ear hat with leftover fur fabric (homemade pattern).
I completed the costume clothing with my own under-bust corset, black leggings and knee-high boots.
For makeup I followed instructions for undead makeup along with the use of a ice fx kit: http://www.amazon.com/Vampire-Ice-FX-Make-Kit/dp/B000UWTAYU
For those of you who are unfamiliar with the Game of Thrones: A wight is a recently deceased body reanimated by magic. Regardless of eye color while alive, a wight has icy blue eyes, like its masters, the White Walkers. A wight is almost indestructible and can withstand an injury that would normally be fatal. They are pure evil.