Spoiler alert! If you haven't seen 6th season episodes, you might want to avoid reading any further.
We know (or strongly suspect) that Bran Stark caused Wyllis/Hodor to become mentally ill by warging into him back in time. Could the Three-Eyed-Raven have warged into (or spoken into the mind of) the Mad King Aerys? He could have tried to warn Aerys about the white walkers and encouraged him to burn the white walkers. This led to Aerys going insane and saying "burn them all".
Is there anything from the books which help answer that question?
Answer
No there is no such evidence in the books or any mention of it.
Why, you ask? Because:
Fire's ineffectiveness against Others
Melisandre said:
"Necromancy animates these wights, yet they are still only dead flesh. Steel and fire will serve for them. The ones you call the Others are something more."
This implies that Others can't be killed by normal fire and steel.
Also in Battle of the Fist of First Men, we saw that fire arrows did not stop the onslaught of the others and their thralls.
This proves that others are immune to ordinary fire and thus it makes no sense for Three Eyed Raven to try and warn the mad king to the danger and to use ordinary fire against them. Granted, Wildfire burns hotter than ordinary fire but it is no magical fire.
Some might point out that Pyromancers do mention that appearance of dragons could result in increased production of Wildfire in prelude to battle of Blackwater bay but that does not prove Wildfire is magical. If it were magical, art of producing wildfire should have died when last dragon died in reign of Aegon III. Dragons might act as catalyst to production of Wildfire but the product remains chemical in nature, not magical.
Three Eyed Raven's preferred means of Communication
When Three eyed Raven wanted to communicate something, he uses dreams and even messengers as we saw in case of Bran when he used to appear in his dreams and even sent the Reed Siblings to get him to North. He did not "warg" into Bran and make him come beyond the wall.
Skin Changers code of Ethics beyond the wall
From what we know from Wildlings, Skinchangers have a code of honor according to which warging into another human is considered horrible and abomination if used to manipulate the other person.
Targaryen Inbreeding and madness
Targaryen madness is something which can be attributed to centuries of incest and inbreeding. Aerys's grandfather, Aegon V detested incest and tried to marry his children to other houses. Two of them, Jaehaerys and Shaera however secretly married each other and Aegon was forced to accept that. Jaehaerys and Shaera later had Aerys (insane) and Rhaella (sane), who were married to each other. Results were Rhaegar (sane), Viserys (Insane), Daenerys (Sane). Aegon V himself had a mad brother, Aerion the Monstrous, who thought drinking wildfire would make him a dragon.
Historical mad Targaryens include:
- King Maegor the Cruel
- King Baelor the Blessed
- Prince Rhaegel
- Prince Aerion
- King Aerys II the Mad
- Prince Viserys
No one warged into five of the six even if we assume Aerys went mad because of that, they still were insane.
Who is Three eyed raven?
In Books, it is a very popular theory that three eyed raven is a Targaryen himself, Brynden Bloodraven, son of King Aegon IV and uncle to Maester Aemon. He killed his half-brother and nephews to protect Targaryen dynasty in Blackfyre rebellions. He was later sent to the wall for another such act done to protect the Targaryen dynasty from Blackfyres. Why would he sow seeds to destroy it by taking the risk of making Aerys mad even if we discard the evidence that Aerys was inbred enough to go mad anyways?
Three eyed raven said about changing course of events:
"I have my own ghosts, Bran. A brother that I loved (Daemon or Daeron), a brother that I hated (Aegor), a woman that I desired (Shiera). Through the trees, I see them still, but no word of mine has ever reached them. The past remains the past. We can learn from it, but we cannot change it."
Aerys's Obsession with fire and dragons
Aerys was obsessed with fire long before Others ever reappeared after the long night. According to Jaime, Aerys hoped to rise again as a dragon from ashes, another one of Targaryen madnesses. Aerion too thought that drinking wildfire would make him rise as a dragon. His order to burn the city was simply given to take final revenge from Robert as a Dragon. Jaime made sure that did not happen by cutting his throat.
From ASOS Jaime V, Jaime recalling Aerys's order to burn the city:
Aerys meant to have the greatest funeral pyre of them all. Though if truth be told, I do not believe he truly expected to die. Like Aerion Brightfire before him, Aerys thought the fire would transform him... that he would rise again, reborn as a dragon, and turn all his enemies to ash.
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