All I wanted to make is a viable build for the new champion. This won't work though. I never made a guide before and I should probably seek advice before wasting my time at it anyways. However! I'll just write down the important stuff that most people have questions about and leave it as this. Yes this is half ***ed, but the build that I will present works and that's all it matters.

Ok, you can jungle as Sejuani.

Item sequence? Lantern, boots (then evolve to mercury), Warmog/Mallet, atmas, Warmog/mallet (whichever you didn't buy first), mr/armor(whichever you need).

This is a general cookie cutter build that actually works on Sejuani. She won't be dishing out as much damage compared to other half-tanks such as Garen, but she will be much more useful in team fights. In this build you'll rely on some auto attacks to freeze the enemy from moving away from you, while still dealing some damage. I find this build effective if you are going to start off jungling.

If you are jungling, remember to get r>e=w>q
basically grab e or w depending on how much you gank. If you are going to gank a lot get e, if you are going to stay in the jungle for a long time grab w for faster jungling.

doesn't work that well. Other champions can do this job better, eg tryndamere. So no.

Well Q is like a flash and it is very helpful for chasing or running away or positioning or just to set up your perma frost with your E. If you are using Q to engage, make sure the outcome will be in your favor b/c when your Q is on cd it'd be hard to get out of **** without wasting your ult.

W- always try to have it on when you are next to an enemy, and while jungling.

E- use that to chase, run, ks, etc... it does decent damage plus a godly slow.

R- a very very useful ult that is on par with Ashe'ult. Not as good as amumu's ult sadly, but we can work with this. If you toss your R and miss, you might still stun your target for 1 sec if they are nearby the rim of the range of your R. The aoe is very impressive, so it can turn the tide of a team fight if your team piles the carry that you stunned.

yeah yeah yeah no one cares about the runes im sure. junglers get armor pen reds, cooldown reduction blues, and armor yellows.

You can also build her as a caster, but unlike singed she won't be as awesome as you'd expect.

Items you should get in the caster build:
Rod of Ages is workable, but she doesn't need the extra mana and so all that mana goes to waste.
Rylai's is okay, but the slow from Rylai's is nothing compared to the 40% slow from the frozen mallet, and since you'll be next to the person you are chasing anyways frozen mallet is actually superior.

The thing is, she can't be an AP carry. AP tank/support at best, but if she went AD she can do the job as tank/support better.

So if you are going for a caster build, besides Rylai's and Rod of Ages, fill the rest with defensive items. Zonya's ring also works, but getting too much AP of Sej is not that useful.

She is not AP carry.

Not the best jungler out there early on, but if the other jungler ganks her in her jungle she can get away with Q.

While laning in ranked, she can act like a half-***ed support for the carry early on, slowing and helping the carry get kills when possible. Sadly she is not very tanky early on, but her laning is rather strong and she can solo top if needed.