The prologue was shot like a horror film, which ticked me off because all the fans of the book know exactly what's going on and want to see the character designs on the Others already, while I imagine the new people are just plain confused.
It seems like a number of characters are bigger jerks than in the books, most notably Ned and Robert. Whoever they cast as Jaime was great for the role, he was the doucheist looking man I've ever seen. However, his hair was a different shade from Cersei's, which is an issue because their hair color is a plot point.
The direwolves have an unfortunate shortage of screentime, sadly skipping Ghost's staredown over chicken and his first encounter with Tyrion. Maybe their appearances will pick up over time, but I worry that they'll never quite reach the point of being pretty much constantly around whenever their Stark is on screen.
Credit sequence was cool.
Minor but hilarious issue: Right at the start, the background had buildings with walkways that appeared to have glass walls.