I did a little more research and apparently it is never mentioned in the novels as to who created The Others and whether or not that first one was indeed the Night's King. Those could be things that are part of the next book. I love the description they give in the Wiki for the books.
"According to legend, Night's King lived during the Age of Heroes, not long after the Wall was complete. He was a fearless warrior named the thirteenth Lord Commander of the Night's Watch. Later, he fell in love with a woman "with skin as white as the moon and eyes like blue stars". He chased her and loved her though "her skin was cold as ice", and when he gave his seed to her he gave his soul as well. Night's King brought her back to the Nightfort and after the unholy union, he declared himself king and her his queen, and ruled the Nightfort as his own castle for thirteen years."
I feel like the books made them seem so much more surreal and beautiful while the show just has them looking like these evil creatures.