[@Gnome Johnson] It's an interesting sheet but there are a few tweaks needed. The Thenns are noted to use bronze, but it's not like bronze smithing is some new technology. The First Men have had it pretty much since they first came to Westeros. It wouldn't really make much sense for Rolf to be the guy who discovered it, since the books imply the Thenns have had the know-how for a really, really long time. There's also no indication that the Thenns elect the Magnar. The Magnar is seen as more god than man, but he's also an analogue to a Lord and the position is shown to be hereditary when Styr dies in the books and his son Sigorn becomes Magnar. The fact that the Thenns actually have quite a few things in common with southern nobility is one of the reasons Jon thinks making a House Thenn can actually work. The valley of the Thenn is even warm and fertile enough from volcanic activity for them to have some farming, so you can add that to the sheet as well. As for trading with Giants, that is possible but I'd like it to be specified what they trade since Giants aren't exactly settlers either. Perhaps mammoth products for harvest produce? 

You're also more than welcome to play the Thenns and go for being King-Beyond-The-Wall, but I wouldn't expect any of the royals to actually side with them. Pretty much everyone sees the wildlings as savages, and it wouldn't make much sense for either side to ally with them and not only infuriate the North but also upset the social order. If a king brings in savages from beyond the wall and replaces the northern nobility with them, why wouldn't the southern nobles be paranoid about something similar happening to them? So if you want to play a King-Beyond-The-Wall, just expect them to be more of a wildcard than anything. And for any ambitions of southern invasion to be, well, difficult to say the least. 

If you want to be more involved in the actual politics, than I'd recommend apping a noble house of some kind in addition to the Thenns.