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Pretty sure the white walkers weren't active the whole time. They became active which is one reason Mance was able to get the wildlings to come together.
The Nights Watch would have known about the white walkers had they been active this whole time. The rangers would have encountered them multiple times.
Through dialogue it's implied that they've been active for a while, but were sleeping at some point previous - recently enough that the Wildlings noticed a difference and banded with Mance but long enough that Craster's been sacraficing his sons for a long time. I don't think we're given any indication as to how long its been beyond that
Also, in the books at least, its easily to imagine that they were always awake and just deeper north because the Lands of Always Winter are unexplored territory
Also, its hard to imagine that the comet signaled them to start moving, because the Red Comet occurs after Drago dies, later in the TV show - and the White Walkers are obviously close enough to the wall to be encountered by Rangers by the first chapter/episode