In the original GoT/ASOIAF timeline, the Bolton and the Freys were the two Northern Houses of traitors that organized the Red Wedding. As a result, Not-Ned was very wary and suspicious of them at all times. However, when Roose seeming to have finally turned on Not-Ned in end of Book one, it was revealed early in Book two that it was only a Red Herring, and that Roose was in fact saving Not-Ned's life. Why didn't Roose turned on Ned while he was down? Well, thanks to Not-Ned's efforts earlier, not only was Robb was married to Roslin Frey as promised, the Northern army was also on a winning streak against the Lannisters. This, together with Not-Ned's new sense of ruthlessness against his enemies, seems to have prevented the Bolton and the Freys from ever even considering becoming traitors in the first place.
Ned's promise of not revealing Jon's parentage has been kept, since it's Not-Ned (instead of the actual Ned who got beheaded) telling Cat, and Season 6 of Game of Thrones has since confirmed that this story's theory is not canon. So Cat now knows that Ned has not broken his marriage vows, and Jon is still protected.
In the original timeline, Jojen prophesied that even all the armies of Westeros can't stop the White Walkers, only Bran could. However, in this new timeline, thanks to Not-Ned's intervention, Theon never returned to the Iron Islands, and therefore will not be going to sack Winterfell, meaning that Bran is not going to have any reason to go beyond the Wall... Meaning that things will either go horribly wrong for Sean very soon (resulting in Winterfell still falling and Bran having to go beyond the Wall), or that there is going to be no one that can stop the White Walkers this time.
Not-Selyse is trying to get Stannis close to Sansa and has called her "A worthy Nissa Nissa". Then you remember what happened to the original Nissa Nissa...
Sean killed Varys, believing that the spymaster was plotting for the return of Daenerys Targaryen, but because A Dance with Dragons was not released until after the first season of Game of Thrones. Sean does not know about the existence of the Young Griff and the Golden Company who are plotting to meet Daenerys. Which means Sean and by extension Westeros are going to be blindsided by an massive invasion led by two Dragons intent on reclaiming the Iron Throne from Usurper and his "Dog".