Killing a White Walker is no easy feat, and so far, there are only two known ways to do it: stab them with Valyrian steel or stab them with dragonglass. Dragonglass is a mysterious substance in the world of Westeros. It's not the most practical or easy to access of all weapon-making materials. But with yet another war against the White Walkers looming, Gendry has been busy mining all the dragonglass he can get his hands on. So where does dragonglass come from, anyway?
According to Sam's research in Season 7, Dragonstone — that's the ancestral seat of House Targaryen, and the place where Dany set up shop in Season 7 — is actually seated on a massive deposit of dragonglass. Also called obsidian, dragonglass is a volcanic glass that is mined from the earth. According to Maester Luwin in A Game of Thrones, the first book in A Song of Ice and Fire, the children of the forest were the ones that first started to work with the material. "Obsidian. Forged in the fires of the gods, far below the earth," he tells Bran. "The children of the forest hunted with that, thousands of years ago. The children worked no metal... In place of swords, they carried blades of obsidian."
In fact, in the scene in which Leaf creates the first ever White Walker, the weapon she uses to pierce the man's heart looks an awful lot like dragonglass.
While White Walkers, children of the forest, and dragons are all — I'm sorry to have to write this — just the stuff of GoT mythology, obsidian is actually a real thing. According to Forbes writer Robin Andrews, obsidian is actually just what Maester Luwin described it as (minus the children of the forest stuff). "It’s a black, vitreous substance, one that’s extremely hard and brittle, which means it can be used to form blades, arrowheads and spearheads," Andrews writes. "In fact, obsidian weaponry has been found all over the world dating back hundreds of thousands of years. It’s volcanic glass, essentially — but with a twist."
Andrews goes on to explain that obsidian is different from other volcanic rock because it contains such a high level of gas trapped within it, it can only be created in "the most catastrophically explosive of eruptions."
He then goes on to point out one such phenomena that occurs in A Song of Ice and Fire: the Doom of Valyria. Valyria was an ancient land of Essos. It wasn't a kingdom, but instead called itself the Freehold, as the Valyrians ruled with a form of democracy, according to George R.R. Martin's anthology, The World of Ice and Fire. Valyria was the capital of the Freehold, and situated between large volcanic mountains called the Fourteen Flames.
The World of Ice and Fire has a chapter, "The Doom of Valyria," which tells the story of the mythical disaster that destroyed the mighty Freehold.
"To this day, no one knows what caused the Doom. Most say that it was a natural cataclysm — a catastrophic explosion caused by the eruption of all Fourteen Flames together... It was a cataclysm such as the world has never seen. The ancient mighty Freehold — home to dragons and to sorcerers of unrivaled skill — was shattered and destroyed within hours. It was written that every hill for five hundred miles split asunder to fill the air with ash and smoke and fire so hot and hungry that even the dragons in the sky were engulfed and consumed. Great rents opened in the earth, swallowing palaces, temples, and entire towns. Lakes boiled or turned to acid, mountains burst, fiery fountains spewed molten rock a thousand feet into the air, and red clouds rained down dragonglass and the black blood of demons. To the north, the ground splintered and collapsed and fell in on itself, and an angry sea came boiling in."
The passage specifically mentions "red clouds rained down dragonglass," which makes a lot of sense, given that this is exactly the kind of monstrous explosion Andrews said would create obsidian.
A side note in the chapter explains that the destroyed land of Valyria still exists in Essos, although it's not a safe place for travelers. This area is likely the largest remaining deposit of dragonglass in the world. And given that the main characters of Game of Thrones generally aren't opposed to risking their lives in the name of heroism, maybe this means a voyage to old Valyria will happen before all is said and done.