First: I think HBO is doing a wonderful job of adapting George R.R. Martin's series to film. The minor changes they've made to dialogue and events all serve the purpose of clarifying back story for viewers who've never read the books, or emphasizing character traits that need emphasizing. Kudos to HBO, and hooray for the screenwriters, directors, and producers who are making such great decisions. I would love to see other book adaptations done this well.
The main problem I have is with their casting choices. Many characters are cast well. The best choices are the actors who play Arya, Bran, Tyrion, Catelyn, Sansa, Petyr (Littlefinger), Joffrey, Cersei, Varys, Renly, Melisandre, Lysa, Shae, Theon, and Syrio Forel. But why does Stannis look and sound like he has a sense of humor? Why does Davos look and sound so regal? Why is Daenerys a bleached blond, and why is Craster well-groomed? Why does Jon Snow seem more like a poet than a northern ranger? Why does Gendry look more like a ballet dancer than a blacksmith's apprentice? Why does Robb Stark look pouty instead of battle-worthy? They should have gotten the guy who plays Grenn to play Jon, Robb, or Gendry. Samwell Tarly comes off as a bit of a creep, overdoing the social ineptness. Hodor seems a bit old for a young giant in the bloom of health. And Sandor Clegane (the Hound) isn't exactly hulking; he looks more pathetic than dangerously full of anger.
The problem goes deeper than these characters merely being different than how I envisioned them as a reader. If the actor doesn't fit the role, in terms of personality or physical type, then the scenes with that character ring false. An original screenplay has flexibility for an actor to redefine a character, but this is an adaptation of a book series, and therefore a rigid story. The actors cannot redefine the roles too much.
So viewers are told that Craster is a polygamous wildling who abuses his wives and daughters ... but upon seeing a well-groomed man, they might forget his role, or at least forget that he's a wildling. He simply doesn't look like the crazy hermit that he is. A viewer who has never read the books will have trouble understanding why so many characters fear the Hound, or refer to him as angry, since the actor shows no hint of that personality. Those scenes are written for someone who looks and acts more like an angry bad-ass.
I suppose viewers will be more accepting of heroic protagonists Jon Snow, Robb Stark, and Gendry as pretty and pouty actors, since that look is unfortunately the Hollywood norm these days. What happened to heroes who look more like (young) Harrison Ford, or Viggo, or Guy Pearce? Oh well. And I guess Daenerys exemplifies another Hollywood norm: collagen-injected lips and as much pout as possible. With that super-fake bombshell look, it's hard to take her seriously as a dothraki khaleesi roughing it on the grassy plains. That look seriously undermines her role in the story.
Finally, I'm going to complain about the snow setting of the Night's Watch scenes. I get the sense that no one on the board of producers and directors has ever lived in a snowy forest. In a truly cold setting, there would be icicles hanging off eaves and branches. Also, people's breath would be visible as white vapor. Every time I watch those scenes, I feel like I'm seeing a movie set instead of a real place. I'm sure other viewers are also jarred out of the story for the same reason. It sounds like I'm nit-picking, but attention to small details (like icicles and breath vapor) are what make a story come to life.
If anyone wants to take a look at the actors I'm talking about, here's the HBO cast page.