Three men of the Night's Watch (who guard the Wall to the north of Westeros) encounter strange happenings in the woods. White Walkers appear and slaughter two of the men, leaving the youngest to flee for his life.
The scene switches to Winterfell, the northern kingdom watched over by Lord Eddard (Ned) Stark. His young son Bran practices archery, though he isn't very good. Ned's youngest daughter, Arya, seems much more proficient with a bow and arrow. The deserter from the Night's Watch is found, and Ned must carry out his death sentence, as the Starks follow the old ways where the man who passes the sentence should do the deed as well instead of using a headsman. He orders Bran to accompany him, despite protests from his wife Catelyn. Ned beheads the deserter, with Bran, eldest son Robb, and bastard son Jon Snow as witnesses.
Upon their return, the Starks come upon a dead stag, its belly torn open and its entrails strewn on the ground. They discover that the stag was killed by a direwolf, even though the creatures haven't been seen south of the Wall in many generations. The direwolf was itself killed by the stag's antler, but she left behind pups. There are five pups, one for each of the Stark children. Jon suggests that this is a sign, since the direwolf is the sigil of the Stark clan and that they should bring the pups back for the Stark children to raise. Ned agrees, but it turns out that there is another pup: a white one with red eyes. This sixth pup goes to Jon.
Afterward there is news from King's Landing: the King's Hand (Jon Arryn) has died. Catelyn's sister was married to Arryn and Ned was raised by him, so this is devastating news. But there is even more news, King Robert himself is coming to Winterfell, along with his wife, Queen Cersei (along with her twin brother Jaime and younger brother, the dwarf Tyrion) and his eldest son Joffrey.
Winterfell prepares a feast to welcome the king, and Ned's eldest daughter Sansa has eyes on prince Joffrey. Alone, King Robert confides in Ned. They are old friends, and the King wishes Ned to be his new Hand, taking care of the kingdom while Robert eats, drinks, and whores his way to an early grave. He also suggests that Sansa be betrothed to Joffrey to solidify their alliance.
Jon finds a kind of kindred spirit with Tyrion, as they are both outcasts in their respective families. Jon because he is a bastard, and Tyrion because he is a dwarf.
Meanwhile across the Narrow Sea, Viserys Targaryen plots to overthrow King Robert and reclaim the throne usurped from his father. To this end, he is about to marry his sister Daenerys off to the leader of the Dothraki, Khal Drogo. He will then have the Dothraki's formidable army at his disposal. Daenerys does not want to enter into the marriage, but Viserys is insistent, and doesn't care for her feelings. He only cares about reclaiming his birthright.
The wedding ceremony is Dothrakian, with public sex and fights to the death as a means of entertainment. Daenerys receives gifts from the guests, among them three petrified dragon's eggs. She receives a white horse from Drogo as a present, but she is still uncomfortable with him. She doesn't speak Dothrakian and Drogo doesn't speak the Common Tongue, which makes the consummation of their marriage even more difficult for Daenerys.
Ned has agreed to become the King's Hand, but there comes more troubling news from Catelyn's sister. She suspects that Jon Arryn, her husband, was murdered, and that Ned will be in danger, if he goes to King's Landing. After the king and Ned leave for a boar hunt, young Bran sneaks up the outer walls of Winterfell as he love to climb. He stumbles upon Jaime having sex with his twin sister Cersei. Jaime casually shoves the young Stark out the window, and Bran plummets towards the ground.