Surprise! Those aren't furs or anything fancy at all. Our favorite Game of Thrones characters have been talking about winter coming for now 7 seasons while adorned in IKEA rugs!
From Time Magazine:
During a speaking engagement about Medieval dress at Los Angeles’s Getty Museum in 2016, costume designer Michele Clapton revealed that the furs donned by many members of the Night’s Watch started out as shearling rugs from your favorite big blue box store.