[Spoilers Extended] Understanding the Freys
There are few houses that "have it coming" in the Winds of Winter and A Dream of Spring as badly as House Frey. Their actions at the Red Wedding make them not only detestable to fans, but accursed in-universe. Many have speculated as to how the Frey family will meet their gruesome end. We may find clues to their ultimate fate if we better understand what George wants us to learn from House Frey and the head of the family, Lord Walder Frey.
At the heart of "Ice and Fire" is a criticism of the political system of succession. The main books, prequel stories, and side material are all filled with succession crises. No matter how powerful or moral or good or just a king is, he must eventually die, because "all men must die", even kings. After his death, the panic to find an heir begins. Sometimes it is a simple and straight-forward process, but more often it's not. While some crises are manufactured by bad actors and ambitious schemers, often the system fails on its own merits. What if there is no clear heir to the throne? What if there are competing claims? What if the heir is a woman? What if the parentage of the heir is in question? What about the king's bastards? On and on, the system shows its weaknesses and ruptures at the seams, starting war. It is not a good system, and Martin certainly agrees. In this story that is largely a critique of succession, sits one Lord Walder Frey and he presents a very unique problem:
What happens when a lord who exists within a system of succession refuses to die?
This dilemma inverts the problem of succession and creates a new one. Walder Frey is ninety-something years old. He has twenty-nine children, forty-eight grandchildren and twenty-four great-grandchildren, not including bastards. From that lot, the males are all potential heirs who want the Twins or a title and castle of equal value, and the daughters will need to be married off to suitable husbands. In all the years Lord Frey has been having kids, not one has succeeded to the throne of the Twins, including Freys in their sixties. Some Freys have even died waiting for their turn. None of his suitable heirs have been able to inherit their birthright.
The heirs are instead doomed to squabble and fight and climb over each other for any shred of power, no matter how petty. This is why so many Freys are obsessed with finding power elsewhere, like Lord Emmon Frey, who is desperate to begin his rule of Riverrun. Freys pop up everywhere you look in Westeros.
In Clash of Kings, the system of succession is borderline parodied by the introduction of two children: Big Walder and Little Walder Frey. The "big" and "little" qualifiers before their names are not to distinguish them by their size but instead by their age, which is often confusing as "Big Walder" is the smaller of the two, and vice versa. Walder Frey has fifteen or so descendants named after him (Walda for the girls). The two Frey boys are sent to Winterfell to be wards as part of the deal Catelyn made with Lord Walder. They spend much of their time as playmates with Bran and Rickon, much to Bran's dismay. The Frey boys are unpleasant, self-centered egoists to say the least. The two are constantly bickering over which of them is before the other in line of succession for the Twins, despite them both being so far down the list as to make no matter. Yet it is of great importance to the Walders. The Freys, even the little children, take the system of succession very seriously. In this way, the family is antithetical to the lesson of George's story; the impossibly ridiculous and silly late-stage result of the worst excesses of succession.
What we can learn from this is that the greatest existential threat to the various children of the Frey family is the patriarch Walder Frey himself. As many have pointed out, the Frey story-line parallels the story of the infamous Rat Cook. We may be able to assume that the Freys will do each other in, in an attempt to finally usurp power from their father. Or maybe they'll never overcome their father and their frozen bodies will become his food for winter.
There's more to be said on the critique of succession, but that is the role the Frey family plays in the argument.