The ideas and scale of NPC's would b similar as presented in dragon magazine issue 307.
That article had various major name characters coming in at levels 9-14 (the Hound, Stannis, Melisandre, Tyrion), even Jon was 5th level or such as I recall, what levels would you see for the players by comparison? If we're intended to screw around with the setting and characters in it, altered to being more fantastical or otherwise, I'd prefer somewhere at least post 5th.
I suppose my interest is otherwise pending, forthrightly stated, that while the means for doing so are certainly well less in 5e than 3.5, how much min/maxing you intend to let slide in this one and to what degree.
Otherwise as far as campaign premise, the Wall is pretty narrow for concepts and plotlines, I'd prefer something more open focus.