For those who don't know what the heck Game of Thrones is, it's a character driven fantasy story that features an entertaining cast (for the most part), with your dose of action scenes, excellent dialogue, and surprises (like "Whoa! Did that dude just get killed off"). Not everything is perfect (the first book could have been trimmed down) but overall, the story is more focused on the characters, not so much on the fantasy (and when there is, it's well done).
The story begins by introducing you to the world along with the cast with who they are and what they want, but it will eventually get better as the plot unfolds. The ending to the first book is one of the best told scenes I've read.