I think this will prove to be the gateway moment. There will be a certain number of people who watched the first part last week and gave up, finding it all too confusing; but I think anyone who stuck it out to this week's episode will now be hooked for the rest of the series. (I noticed that we go straight into the opening titles this week, no concession for anyone who didn't catch it last time.)
I thought this was a better piece of television than last week's first episode. We have Daenerys taking the first steps to becoming more sexually and politically confident; we have Catelyn setting off down the Kingsroad herself to warn her family of the danger that awaits them; and we have the crucial moment of the beheading of Sansa'a wolf, the result of a childish squabble which escalates to a political crisis, and also echoe the beheading at the very start of the story.
Once again, Peter Dinklage as Tyrion is barely in it but is brilliant. Michelle Fairley and Sean Bean are much better apart than together. The one weak link seemed to me Kit Harington as Jon Snow; hopefully he'll grow into it. (And I can't lay my hands on my copy of the book now to see if Eddard promises to tell him about his mother in the original as well; please enlighten me in comments.)
Anyway, look forward to the next episodes, with more confidence than I felt last week.