I'm on episode 4 right now.
Damn, Peter Dinklage is handsome and likable as hell. It's been a while since I've read the book, but I remember being indifferent to Tyrion at best (though I think my reaction toward the character was closer to dislike). Tyrion in the series is way better. He's still the same snide, smug bastard, but in the show, it's forgivable because he's so charming.
And damn, if there's one thing I hate about Game of Thrones, it's that I can't keep track of everyone's names. I really like the Dothraki guy with the whip, though, and the woman who translated between Dothraki and Standard when Dany's brother was being subdued.
The other thing I hate is that people get picked off too quickly for me. I tend to like a series primarily for its characters, and when my favorites aren't there anymore, it ruins my motivation to keep following the show. I'm pretty excited that Season 3 came out this year, though, so I'm trying to watch from the beginning until then.