S06E05 of Game of Thrones gave Hodor’s name a whole new meaning. For reasons unfathomable, Hodor’s death was much more upsetting than one might have thought—perhaps because it simultaneously revealed Hodor’s past, and the full extent of Bran’s warging capabilities. But some fans have known (sort of) what Hodor means for ages.
In a forum topic on Westeros.org about the meaning of Hodor’s name from 2008, user Myrddin correctly guesses the name’s origin: “The poor guy is just asking someone to hold the door for him, since he’s always carrying someone else around. After a while, “Hold the door” became “Hold the doorHold the doorHoldoorHodoor. Dammit! Hold the door!” His mind finally snapped, and now all he can say is Hodor.”
In 2014, Michael Ventrella wrote a WordPress post about a conversation with GRRM. This guess, though just as impressively accurate as the others, is a tad better than the others because GRRM actually told him how close he was to the truth.
And lastly, in a Reddit post from 2014, u/R3XJM commented that Hodor was Rhaegar Targaryen’s son Aegon, and that ‘Hodor’ was from a distant memory of his mother Elia yelling “Hold the door!” before she was raped and murdered by Gregor Clegane. At least the ‘hold the door’ bit was right.
Incidentally, in an interview in 2013 with Flicks and the City, actor Kristian Nairn (who played Hodor) said, “I’d like to die fighting an army of White Walkers. A huge action scene would be nice. I would enjoy that.” Not all that nice.