One thing that you can always count on with Game of Thrones is steady and constant story development. If you were confused with the events the past two episodes threw at you, episode three did a better job of slowing things down. All three story lines were executed nicely; the Wall with Jon Snow and the trials he faces being a coddled high lord who received training, Daenerys Targaryen slowly conforming to her role as the khaleesi, and of course the conspiracies that run like a never ending river at King's Landing. Like the past two episodes, the acting was a unified success; you've grown to hate Viserys, Cersei, Joffrey, that one guy from the Night's Watch that seems to hate Jon Snow, and your love for the Starks starts to grow.
Whether this is a good thing or bad thing, the book doesn't force on you to take sides as much as the show has. In the book, hate is bred, but not with scenes that obviously shows the Lannister's stance of the world and their plans to kill everyone. It is mot subtle. With television not being able to incorporate in head dialogue, it does a good job of compensating though. Though that is not the downfall of this episode. As well executed as all three story lines were, and while there were some twists here and there, there wasn't anything that really "shook" you. The first episode had Bran falling off a high tower after witnessing something he shouldn't have, the second the death of a young innocent boy and Sansa's dire wolf, but what of the third? The news of the dagger belonging to Tyrion Lannister? The troubles Benjen Stark talked of the lands north of the wall? Arya Stark acquiring a master swordsman? None of it kept you on your heels, as well executed the episode was.