Okay so I'm STILL working my way through rewatching the series, and I came upon the scene where Jon meets Ygritte. The guy that Jon had to kill to earn the wildlings trust asks Ygritte why Mance came to the mountains. She doesn't answer. Did we ever get an answer for that? I didn't even notice he assumed they were there for a reason. Don't they just live in that area? The line was: "Why come to the mountains? What's in the frost fangs your king could want?"
They answered it in the season 2 finale - the wildlings are marching on the wall.