Bran is bored and angry: he's stuck in bed (and will be for a while, since he's permanently crippled) and he doesn't even have an old Super Nintendo. Robb is too busy being lordly. All Bran has is Old Nan to tell him stories.
So Old Nan tells him a scary story about the Others, monsters from the north.
Along with Yoren, Tyrion comes to see the Starks; and though Robb is rude (and nearly threatens violence), Tyrion offers Bran a design for a saddle that can hold a cripple. His reason: "I have a tender spot in my heart for cripples and bastards and broken things" (59).
Robb is ashamed of how he acted; and after Yoren tells Robb that his uncle Benjen is missing, Robb cries in Bran's room. Whoa – who's supposed to be comforting whom here?