The hardest part about GoT is the number of characters involved, their names, and remembering them all. I listen to a couple podcasts that review each show, and I still have a hard time with the names of the characters.
Favorite current characters -- Tyrion Lannister, Arya Stark, Maegery (sp?) -- she's hot!!!, Jamie Lannister is interesting to me with the ups and downs his character has had
Lease favorites -- Sersei, Bran Stark (don't like his story line right now, but he could be key going forward), Theyon Greyjoy (don't like his plot lines)
I would really like it if they focused around the Starks and the Lannisters, they seem to be the most compelling families.