Brandon Stark(Bran the Builder) was the first King of the North, Lord of Winterfell, and is credited with building The Wall. Whether or not he is the actual creator is unknown, but it is known that he helped in reinforcing parts of the wall. Specifically building parts of it around mountains to fortify its structural integrity. He is also credited with the design and building of the castle of Winterfell and upon doing so established himself as King of the North. All Starks are descended from him.