I disagree. It's Game of Thrones not Game of the Night King. The most important story that has run throughout is who is going to rule, who is going to win the game of thrones. It means many things. It's the Stark motto. It literally means that the long winter is coming (which are particularly harsh and dangerous for those in the north). It is also a metaphor for the dangers that come with the darkness and the cold, including the Night King and White Walkers, but isn't exclusive to them IMO.