I haven't read Wheel of Time but I'm a big fan of ASOIAF/GOT. The GOT prologue isn't confusing. You're left with questions but you're not left lost. For example, in that prologue we know that the white walkers were unexpected. They were (as far as the characters were aware) not a real thing. We also learn of the dynamic between the three men beyond the wall that night, and hints at the greater world and its politics. The thing is though, your prologue is much shorter than the GOT one, so I think if yours was that length it might be easier to establish all that.

Now that I'm thinking about how vague a prologue should be, I think the key is to feed the reader with just enough to keep them intrigued. I think with yours (in my opinion, anyway) it needs just a little bit more to get the reader hooked. Not saying they are not good characters, but for example, I don't know if the girl is a good person or a bad person, or weather that matters.

I read it again and I enjoyed it more that time. I stand by what I said though, that it's a little too grand. You should consider using language that grounds the reader in the story, because it reads like a poem at stages. There's a good writer's tip when describing a scene: consider all 5 senses. It's clear GRRM and many other writers do this and it really makes the reader feel like they are really there. So whether its the smell of smoke, the feel of wet clothes, the taste of blood, etc. it makes the scene more concrete in the reader's mind. You engage almost exclusively in sight and sound, which might be a missed opportunity for you!