I'm not sure what you aren't getting? This is a classic time loop setup, done before in tons of stories. Here is a reddit post to explain it.
People seem to be confused about a few things. I hope my understanding of what went down helps clarify it. I could be wrong, so take it as you will.
Wylis Becomes Hodor:
In a moment of panic and confusion and hearing voices outside of his warging, Bran wargs into the wrong Hodor. Not the present Hodor, but the Hodor in his vision, Wylis. His warging connects the present Hodor with the past Wylis to get him out of the cave.
When the present Hodor dies, the past Wylis sees his own death - without understanding or control - and all he remembers are the final words Meera screams to him. Imagine the damage done if you watch and feel your own death. That is how Wylis became Hodor.
Bran changes ASOIAF
Bran does not change the story as we know it, because what has happened has already happened. Anything that Bran has already done has already happened. It is a closed loop. So the story remains the same.
Implications
The story as we it know it now maybe entirely the result of a single Stark attempting to alter the past, which is our present story and cannot be changed.
This could mean:
Bran the builder may have been our Bran. Bloodraven may have been older Bran. R could have kidnapped L because Bran knew that Jon was needed as Azor Ahai.
In other words, while the story as we know it cannot be changed, how it came about is really incredible. Every prophecy, every religion, everything that has happened could be the doing of a single individual. My mind is blown.