The show is really for people who have read the books. It is accurate to the first novel and even contains a significant amount of dialog from it, but it doesn't frame things as well as George Martin's writing can. I especially noticed this watching the show with my wife (who has not read the books) and having to continually explain things to her that were obviously lacking in the show. Many of the characters actions and some events only seem aligned with the characters if you understand them from the novels.
In short, it lacks the depth that the books provide. This is probably true of most adaptations, but because they appear to be keeping as closely to the book as possible; it is much more noticeable.
As an aside, the Wire is my all time favorite television show.
I watched the season without knowing anything about the books and expected not to like it at all, as swords/sandals/fantasy isn't my thing. I was immediately hooked on the first episode and am now reading the first book.
To be honest though, I know I'm getting old as the level of non-sensical sex in the show put me off a bit.
HBO has always included a substantial amount of nudity and sex in many of their shows (Rome comes to mind as one of biggest offenders/supporters). Unsurprisingly, sex and violence sells. I am not wholly against this, as there are scenes in the show that wouldn't work if they tried to hide or remove the sex. That said, I cannot watch this show during a flight and some of the nudity is a bit over the top.
In short, it lacks the depth that the books provide. This is probably true of most adaptations, but because they appear to be keeping as closely to the book as possible; it is much more noticeable.
As an aside, the Wire is my all time favorite television show.