Well I'm surprised this thread has gone this long without derailing into Jon's parents like 90% of the threads on this board. I haven't gotten quoted this much on a message board since, uhhhmm, yeah, ok, I don't think its ever happened.
Its best if you shift a small gear in your mind and have the voice in your head read the rest of this in its best Jerry Seinfeld impersonation.
So Boaz says, "Heh Jeroam, what's the deal with this horn? Why would you keep something if its obviously broken, unless you know how to fix it. Fix it? These guys can't even figure out what it is. I don't even know what it is. Have you ever noticed that powerful magical items are never where you need them to be? The really frustrating part is that they're not even in the place they were last seen.
'Honey, have you seen my horn of winter?'
'No dear, where's the last place you used it?'
'Well, there was that other rebellion when the wildlings were trying to bring down the wall.'
'Did you give it back to them?'
'No, I thought I put it in the garage.'
'Have you looked a week's ride North? Maybe buried near the Fist?'
'Honey you're not helping! A week's ride away, how the hell would it get there?'
That's the strange part. When something's lost you start by looking in the last place it was seen, but when you do eventually find it, you always see it in the last place you looked."
That was fun to write. I should have been more clear in my last post. This horn in the Ghost cache is not the Horn of Winter. When I wrote that I thought it was legitimate, I meant it was an artifact from the first men, a real clue and not a red herring. The other thing to remember is that Benjen doesn't know what's going on either. He's following a set of clues himself, riding North to solve this ice demon riddle. Its just that he's had a year's head start. If the watch had kept going North I bet there would've been other clues left along the way that would paint a better picture of what's going on. That's not happening. Bran and his little troop will have to be Uncle Benjen's clue finders. Martin does play things close to the vest when it comes to winter. The only thing I'm pretty sure of, is that Benjen is alive, he will return, and when that day comes there will be a reckoning.