Margaret John, who played Old Nan, died a couple months before the show began airing. "Lord Snow," where she first appears, was dedicated to her memory.
Wilko Johnson, who plays Ilyn Payne, was diagnosed with terminal pancreatic cancer early in 2013 and his character never appeared again. He underwent radical surgery a year later which saved his life. Despite that, he still has a long recovery ahead, likely too long to ever return to Game of Thrones.
Veteran actor JJ Murphy - who had been cast to portray Ser Denys Mallister of the Night's Watch, commander of the forces of the Shadow Tower - died only four days after filming his first scenes for Season 5. The creators decided not to recast the character.
Absentee Actor: With such a huge Ensemble Cast, this is inevitable. Only two actors appeared in every episode that aired before their characters were killed off: Mark Addy (Robert Baratheon) and Sean Bean (Ned Stark).
Ascended Meme: Fans often mocked the less than original "stolen dragons plot" in Daenerys's Season 2 storyline with cries of, "Where are my dragons!?". Time Warner Cable turned it into an ad.
Author Existence Failure: Reportedly averted in advance, as US media reported in early 2014 that George RR Martin has revealed major plot points and the ending of his A Song of Fire and Ice to the producers of the TV adaptation, in the (hopefully unlikely) event that he is unable to (for whatever reason) complete his book series.
Sadly, Larry's interest and enjoyment of the series waned due to him suffering Darkness-Induced Audience Apathy, and nearly led to him completely quitting the show after The Red Wedding in Season 3; he returned after some serious thought to review Season 4, and despite some trepidation and the admission that the characters he cared for were all dead, he still made an effort to get back into the series (it looked like The Reveal of Jon Arryn's killer would do it for him)... and then the excessively gruesome death of Oberyn Martell at the Mountain's hands, in a battle which he feels went too far in Yank the Dog's Chain, had him unequivocably state that he does not enjoy the series and would rather devote his time elsewhere, to something he doesn't dislike. Very unlikely that he'll change his mind for a 2nd time running...
Tyrion is supposed to be the youngest Lannister sibling, but Peter Dinklage is actually older than the other actors. This is even after in-story dialogue places him at 36 in Season 4 - Dinklage was 45 while filmng said season. Given the low number of well-regarded actors with dwarfism out there (and that GRRM felt that Dinklage was the one person he would accept as Tyrion), there was honestly little choice in the matter anyway.
Daenerys, who's played by an actress ten years older than the heroine. When you account for the beginning of her relationship with Drogo, this is somewhat understandable.
Dean-Charles Chapman was 15-16 when he filmed his role as Tommen Baratheon, 12, in Season 4. It manages to not be too jarring, as Chapman is Older Than He Looks and his features can help pass as entering teenhood despite being fairly tall - especially since the absence from Season 3 allows for the argument that he had a growth spurt over the year (transitioning from Callum Wharry to DCC believably enough, helped by the latter's resemblance to Jack Gleeson). The only true, potential issue is his voice - it doesn't sound too old, it's just that not all boys' voices break before they're 12 years old.
Inverted with Gregor Clegane's actor Haf■ˇr "Thor" Bj÷rnsson, who is twenty years younger than Rory McCann, who plays Gregor's younger brother Sandor.
Also inverted with David Bradley (who is in his 60s while portraying Walder Frey, 90+ years old) and Peter Vaughn - who was 88 when he first appeared as a 99-year-old Aemon in Season 1).
Development Gag: In one episode, Littlefinger claims one of his whores knows a fabled sex position known as the Meereenese Knot. The term is actually George R.R. Martin's nickname for the cluster of logistical issues involved in getting several characters to Meereen in a satisfying manner; the Meereenese Knot was largely the reason for A Dance with Dragons' infamous delays.
Sophie Turner went from blonde to redhead for Sansa; Joe Dempsie and Alfie Allen went from blond to black, while Peter Dinklage and Jack Gleeson went from brown/dark blond to light(er) blond to better portray members of the extremely light-haired Lannister family. A lot of the other actors, like Emilia Clarke and Lena Headey, wear wigs. Meanwhile, Maisie Williams cut her hair to convincingly portray Arya trying to pass as a boy in Season 2.
Daniel Portman is a sportsman in real life, but let himself go in order to be more believable as Podrick Payne.
Gwendoline Christie apparently really got into the role, putting on lots of muscle with the aid of protein shakes and going up a clothes size, according to Sophie Turner.
JorahMormont is commonly dubbed "Ser Friendzone" or "King of the Friendzone".
Tyrion "The Kingslapper", due to his habit of bitchslapping Joffrey.
Theon's mysterious torturer has been nicknamed Barry and "Little Bastard". Also goes by "Evil McFuckingcrazy" in some circles.
Podrick is called "Tri-Pod" or "Prodick" after managing to pleasure three whores so well they let him keep his money.
In-universe, "Lord Twatbeard" is apparently Bronn's nickname for Littlefinger.
Daario Naharis is nicknamed Fabio (also Faabio and Desert Fabio) after the Mr. Fanservice model that appeared on hundreds of romantic novel covers in the 80s and 90s. He's also been referred to as "Zevran" by gamers, due to his strong resemblance and similar personality to the Dragon Age character.
The shock of The Rains of Castamere resulted in a massive outpouring of fan anger in social media. It was apparent that many of the casual fans couldn't spell the characters' names, so these misspellings were often jokingly adapted as Fan Nicknames by the veteran fandom. "Caliesie", "Geoffrey Lanister" and "Walter DeFray" come to mind.
Fans have taken to calling Hodor "Brodor" whenever Bran wargs into him.
Now that Sansa has finally learned how to play the game and sports much darker look, many fans refer to her as Darth Sansa.
Robert Baratheon is sometimes referred to as "Bobby B."
Follow the Leader: The success of the show has inspired imitators, notably Vikings and The White Queen. The latter is particularly notable, as it's a retelling of the Wars of the Roses, which inspired much of the initial plot of Game of Thrones.
Lying Creator: In one of the featurettes aired prior to the start of Season 1 to introduce the world of Westeros to viewers, George RR Martin said that "Ned Stark is the main character whom the books revolves around." In reality, he's only the main character in the first book. He dies at the end, and the rest of the books have no real main character. Though since the rest of the books revolve around the fallout from his death, Martin was being Metaphorically True.
Practically every cast member who's done an interview for the show will go out of his or her way to say how lovely a person Jack Gleeson is. You could make a Drinking Game out of it. When he's recognized or asked for autographs, he's even been known to joke "I'm a nice guy, I swear!" Sophie Turner (Sansa) relates how Gleeson asks her if she is all right the moment the cameras stop rolling after some abusive scene.
Charles Dance finds Lord Tywin's appalling treatment of his son awful. He remarks that it's hard for him to mistreat a nice man like Peter Dinklage.
In the show, Cersei Lannister loathes her brother, Tyrion. In real life, Lena Headey and Peter Dinklage are very close friends and live together during filming.
Michael McElhatton (Roose Bolton) is also a very decent guy who plays a sadist and a traitor. He says that he found shooting parts of the Rains of Castamere very emotional. In his native Ireland, he was known more for comedy before taking on the role.
Thor Bj÷rnsson, the third and arguably most terrifying man to play monstrous Hero Killer Gregor Clegane, is nothing if not hilariously jovial, as demonstrated by the collection of goofy Instagram photos he has of himself and his costars. Including Pedro Pascal, whose character he murders in possibly the most gruesome scene of the series.
Conan Stevens only had one appearance as Gregor Clegane in the first season before leaving the series to appear as Azog the Pale Orc in The Hobbit. He's replaced by former basketball player Ian Whyte in the second season. Apart from their height, the two actors look nothing alike, not to mention that Stevens is quite husky, while Whyte is much thinner. Quite a few people seem to have missed the fact that he was supposed to be the Mountain. The Mountain gets recast again in Season 4, where he is played by Icelandic bodybuilder, Haf■ˇr ´┐ŻThor´┐Ż Bj÷rnsson (who is considered to at least be superior to Whyte, and generally a strong substitute for Stevens).
Beric Dondarrion is played by David Scott in first-season episode A Golden Crown and by Richard Dormer when he reappears in third-season episode And Now His Watch Has Ended. This was somewhat less jarring, as the previous actor had such a minor appearance and was so inconspicuous in looks that fewer people remembered him; furthermore, the character has been through a severe Mutilation Conga in the interim.
Tommen Baratheon was played by Callum Wharry in Seasons 1-3, but beginning Season 4, he will be played by Dean-Charles Chapman, who previously played Martyn Lannister in Season 3.
Michiel Huisman replaces Ed Skrein as Daario Naharis in Season 4. The two look almost nothing alike.
Keeping with Tommen's recast, the role of his older sister Myrcella will go from Aimee Richardson to Nell Free in the fifth season. Bizarrely, Free is two years younger than Dean-Charles Chapman, putting the recast in similar territory to that of Gregor Clegane.
The Other Marty: Even before it began airing, it happened for a lot of characters between the original pilot and the series proper (most of the pilot was then reshot with the new cast).
Daenerys went from Tamzin Merchant to Emilia Clarke
Catelyn went from Jennifer Ehle to Michelle Fairley
Magister Illyrio went from Ian McNeice to Roger Allam
The show's 2013 April Fool's joke was a fake announcement that Peter Dinklage would be replaced by Warwick Davis to make Tyrion a more "comedic" character. The showrunners also claimed that they would digitally transfer Davis' face over Dinklage's in reruns and subsequent DVD releases.
Overtook the Manga: As of the fourth season in 2014, Game of Thrones is coming dangerously close to overtaking the novels. While there are still two hefty novels left before the show runs out of material, both of those books occur at the same time and several characters have already started to dip into the storylines from those novels. George RR Martin has given the show's writers a detailed explanation of events in the final two novels, as the writers and producers have made it clear they will not and cannot stop and wait for Martin to catch up. The Season 4 episode Oathkeeper is the first to feature a major revelation before the novels: the final scene reveals the Others/White Walkers have a society and hierarchy, that they create new Others/White Walkers by transforming human babies, and that they are led by the Night's King, an evil figure from Westeros mythology who was not previously confirmed to actually exist. Martin got himself into some hot water at the same time by giving a few interviews where he appeared convinced that he could finish the series in time for the show to adapt it, which he later clarified was "pie-in-the-sky" wishful thinking. He is also foregoing writing an episode for season 5 so he can focus more on the books.
At this point, the general consensus seems to be that, if nothing else, the fans just want Book 6 to be finished before the show catches up - which may just happen (to an extent at least), as certain storylines from Books 4 and 5 look like they'll take up to Season 6 to complete since they have potentially too much material to cram into a single season's worth of storylines, and some storylines (like the majority of the Iron Islands plot, and part of Jon Snow's Book 3 narrative) are coming after the books they appeared in; on the flipside, stories like Bran and Brienne's have dipped into the Book 4/5 plots due to catching up to the end of Book 3, well before the main narratives for that novel were completed. All in all, it's a mixed bag.
Promoted Fanbaby: Gilly's son is portrayed by 10 months old Arya Hasson. Guess where her parents got the name from.
Real-Life Relative: Daniel Portman (Podrick Payne) is the son of Ron Donachie (Rodrik Cassel).
The intricate braided hairstyles seen on the show are immensely popular among the fashion-interested female viewership and are frequently seen on the appropriate blogs etc..
The popularity of the direwolves led to an increased demand for wolf-like dog breeds such as the Siberian Husky. Unfortunately people tend to highly underestimate the amount of time and experience these kinds of dogs need, not to mention the space (a big kennel/garden is absolutely mandatory!) and the expenses for food, bills etc., which is why many of them end up in shelters eventually. So tropers, think this through!
Romance on the Set: Apparently, Kit Harington (Jon Snow) went on a date with Rose Leslie (Ygritte).
Throw It In: The sword flip where Syrio Forel balances a weapon on the back of his hand in his first scene with Arya was improvised. "Just so." Even the actor was surprised when he managed to do it, because the wooden sword was considerably heavier than a normal one.
In a commentary for Season 1, the producers talk about the difficulty of adapting certain things from the books, and specifically tell us not to get our hopes up that white ravens will be included. In episode one of Season 2 (filmed before the commentaries were made), we do get a white raven.
Lena Headey (Cersei Lannister) is fond of obliquely spoiling future plot developments on Instagram. She also messed with people's expectations when she posted a heart-shape made of stones, which teased that Lady Stoneheart would appear in Season 4. She didn't.
Younger Than They Look: Haf■ˇr Bj÷rnsson is not even 30. It's little trouble to believe him as the older Clegane brother, despite that Rory Mc Cann is nearing 50. It helps that they don't share any scenes.
What Could Have Been: Owing to budget and/or practicality, various things were considered but adapted out.
A minor example would be Sandor Clegane's hunting dogs in Winterfell; the scene was shot with them there at first, but they spooked the horses and therefore were cut from the final version.
Alfie Allen's sister Lily Allen was offered the role of Yara Greyjoy, but the siblings declined due to the incestuous scene between Theon and Yara.
An extra said that there were two days scheduled to shoot Grenn and the Nightwatchmens' fight against the giant, but it was cancelled due to budget.