Fantasy often has the Syfy channel stink to it..like Dungeons and Dragons movies they often are awful. Lord of the Rings has been the lone exception in the genre. But Game of Thrones may do for Fantasy what Battlestar Galatica did for Sci-Fi. This is a fully realized universe, like LOTR with very well thought out characters and a believable plot. This series drew me in and is my favorite new series this year. The finale did its job of setting up book two, and the next season. The series to me is like Battlestar in that although fantasy, it is realistic in the character approaches. It avoids the tropes of evil wizard or good guy and all the characters are shades of grey. The Starks are the nominally "good" family, unwillingly drawn into a game of thrones (a quote in the book by Dany's knight that regular people do not care for the high people's game of thrones, they only want to be left alone) The "evil" characters are given actual motivations for their action. In most fantasy, the evil are evil because they are evil.
The acting is very good and it looks like dragons are back in this land and white walkers are coming. The actor playing Tyrion has perfectly captured the dwarf with the only sense and honor in his family, and this has to be the role of a lifetime for the actor. I don't think even LOTR gave such a sympathetic nuanced character, and the actors were normal sized and cgi'd to seem small. He steals every scene and his character is the most complex in the show. Tyrion is pulled between his intelligence and honor and the shark infested waters of blood and family.
Ned Stark also was a great character and I did not know he died (I'm reading the book now). The person who is pulled into a role he did not want and is killed for it is a very tragic figure, and his death was a shock and we actually cared when he died.
The main question for season 2 is whether the rest of the cast can rise to equal Sean Bean's gravitas..they are mostly unknowns and young. If the acting remains strong, this could be HBO's first post Sopranos great show.