Yeah I bet it must of been confusing being thrown most of the main characters at once. In the books, each chapter is from a characters perspective and only focus's on a few to begin with so it's easier going.
Eddard, Jon Snow, Daenerys, and Tyrion are my favourite characters.
Not sure how many episodes they're going to have for season 1. But if each book is given a season (Like True Blood) then it could be very very fast paced.
I haven't really found the time to read the book yet, so I guess I'll just wait until the season is over and read it then. I would have lots of time right now, but the book has a big fat sign of "SPOILER ALERT" on it right now. Can't wait for next week's episode of boobs and beheadings.