Seriously, guys - this is a spoiler thread - chill.
Benjen has been GONE since the first chapter of the first book, right? So, yeah, not that emotionally invested in him, or what he has become.
Sure, I suspected that Benjen would re-appear, and Coldhands certainly seems like he could be him, but not worried about a 'reveal' in this thread.
And this is idle internet banter, GRRM is not posting in the thread.
As for my own major speculation, it's my own belief that Jon is not Eddard's son, but his nephew, a fiction Eddard has maintained due to his honor bound nature. If ADwD confirms that, great. If someone posts a link to an obscure GRRM interview that confirms that, great. Big whoop.