One of the things that kind of gets in the way of the enjoyment of this show is the fact that there are so many different characters and unlike in Game of Thrones people aren't named things like Ned, Sam, and Jamie. Instead they have very difficult to remember fantasy names that kind of sound very similar to one another. Even though I am a fan I frequently get lost in the dialogue because several names will be mentioned in one interaction and I am none the wiser because of it.
While it might seem a bit silly to have a character "cheat sheet" for managing to understand a series, the finding of this resource has been very helpful to me understanding what is going on in the various episodes.
Another aspect of this epic series that kind of gets in the way of having a full worldview is that a lot of time has passed (in our world) between season 1 finishing and season 2 being released. Even though I watched every episode of season 1 at least once, I found myself getting a bit lost as to who the hell everyone is and especially when they refer to people by name.
HBO must have understood that this would be a common problem and they made an interactive lineage chart that you can refer to and while it might seem ultra nerdy, it actually does a lot for helping you to get totally engrossed into the story and also to remind you of the various reasons why one person is in line for the throne rather than another.
In addition to having this family tree view that allows us all to see how the various characters are intertwined we also can click on each character to get a bit of detailed information on each of them including characters that are only referenced by name, but don't actually every appear on screen.
For me this has seriously enhanced my overall experience as far as the show is concerned and also has given me some ideas about things that might come into play in the future. I think if there are any other GoT/HoD nerds out there like me, that you might find this quite useful as well. It is available for free on HBO's own website. see you later, nerds.