The Night's Watch from A Clash of Kings is an order of warrior priests that are sworn to protect the farthest northern borders of the kingdom. Centuries earlier there was an attack on all human kind by something called the white death, or white walkers. Either way, they were undead, and completely lethal. Now, they are coming back.
The Night's Watch, in years past, held a place of prestige and each noble family would send their sons and cousins to joing the Watch. However, over many decades the nobles gave up that practice and so the Watch was left having to come into the cities to take prisoners off the hands of those that didn't want to be executed.
Men of the Night's Watch take a vow to give up all claim to their titles, lands, noble birth, and to never take a family or have children. This is the group that Jon Snow is sent to.