Slight AU; canon-divergence. Makes a GOT-specific reference (S2.E3) but probably understandable without watching.
The oceans do not freeze.
Men may walk across rivers and lakes but never the sea, and no man knows the sea so well as the Ironborn, whose wounds taste of brine and blood alike. They are made anew in water, born to sail upon it and rule.
Theon Greyjoy is of the sea, and even in the North where no man is his friend, he will not change. He will not let the cold winds freeze him – the Starks are made of ice, but he does not need to be a Stark to survive the winter.