Originally Posted by TheReverend
Not the first. He's explained to be extremely ancient
I don't think that's categorically chiseled in stone. The phrase "a long time ago" doesn't necessarily mean "extremely ancient." Given the identity of who said that and how we assume they would subjectively perceive the passage of time, I can see why you'd assume that, and it's a very strong point, but we also have to remember who is on the receiving end of this message, and the speaker may have been taking that into account. We also need to know more about the motivation of the speaker because some people are in cohoots with others and, at this point, it's not entirely clear why.
Remember that Martin often uses the device of unreliable narrators.
In short, I think Martin has left that door wide open by being just about as vague as possible.
When you get past that, you're left with bits and pieces of circumstantial evidence, pointing in various directions and floating around in a puddle of the still-unexplained.
Also, since we're dealing with a magical being in a world increasingly full of magical stuff, including possession and transmigration, the truth could actually be a some combination of the various theories.