I seriously am trying so hard to get into this show. So far all I have gotten from it was decapitated horses, dead wolf dogs, family feuds,a woman accepting her role of fucking a neanderthal and brother sister incest. Seriously.
I started this show last week(on the second season now), and I get a little of this feel as well, but I think it's difficult for many shows to start off amazing when you have a multi-season moving plot(or,in this case, a ridiculous amount of intertwined plots). You often need some tension to build up before you can really get to a good point.From what I can tell, it seems to be getting a lot more interesting through the second season.
I really like the show. Haven't read the books, but it seems like they adapted it pretty well. While the story is obviously a bit on the fantasy side of things, it reminds me a lot of the feuding families and kingdoms in medieval Europe(which makes sense, considering Martin had this in mind when writing the books). The characters are all considerably ambiguous morally, and there's not really a clear protagonist to follow, and I think that makes the show harder to predict.
Also, Tyrion Lannister is awesome.