Nós realmente não sabemos nada deles, ou mesmo se eles existiram; como os Outros, eles são uma lenda nos tempos modernos de Westeros. Além da citação que você menciona da Velha Nan, outras pessoas contaram histórias semelhantes sobre as aranhas do gelo.
The white walkers of the wood, the cold shadows, the monsters of the tales that made him squeak and tremble as a boy, riding their giant ice-spiders, hungry for blood...
A Storm of Swords, Samwell I
The one that killed Small Paul was riding a dead horse, so that part's plainly true. Some accounts speak of giant ice spiders too. I don't know what those are.
A Feast for Crows, Samwell I
The tales go on to say they rode monstrous ice spiders and the horses of the dead, resurrected to serve them, just as they resurrected dead men to fight on their behalf.
The World of Ice and Fire, Ancient History: The Long Night
Fora isso, nos contos da Velha Nan ouvimos que eles são tão "grandes como cães", que Bran conta mais tarde.
All Bran could think of was Old Nan's story of the Others and the last hero, hounded through the white woods by dead men and spiders big as hounds.
A Game of Thrones, Bran IV
Quanto a se há alguma prefiguração para este evento, no sonho você menciona que Jon tem ele menciona pessoas escalando o gelo como aranhas.
Burning shafts hissed upward, trailing tongues of fire. Scarecrow brothers tumbled down, black cloaks ablaze. "Snow," an eagle cried, as foemen scuttled up the ice like spiders. Jon was armored in black ice, but his blade burned red in his fist. As the dead men reached the top of the Wall he sent them down to die again. He slew a greybeard and a beardless boy, a giant, a gaunt man with filed teeth, a girl with thick red hair. Too late he recognized Ygritte. She was gone as quick as she'd appeared.
A Dance with Dragons, Jon XII
Este é um grande salto e provavelmente não é nada, mas pode ser uma sugestão muito sutil para as aranhas do gelo.
"I had been given to understand that those castles were ruins. Dismal places, bleak and cold, hardly more than heaps of rubble. At Eastwatch we heard talk of rats and spiders."
The cold will have killed the spiders by now, thought Jon, and the rats may be a useful source of meat come winter. "All true, Your Grace … but even ruins offer some shelter. And the Wall will stand between them and the Others."
A Dance with Dragons, Jon XI