Maybe Hodor is that god Melisandre praises - the Lord of the Light - in disguise of course.
Maybe Hodor is a Pokemon. But then he would be able to say "Ho" and "Dor" separately - so this can be excluded. Also his name is Walder.
Maybe Hodor just acts as if he doesn´t have a clue, because he has gotten tired of all this shit.
Maybe Hodor is telepathic and sends Bran those crow visions.
Maybe Hodor is to smart for everyone else and THEY speak a retarded language.
Maybe Hodor has tourettes syndrome.
Edit: Hodor