Expository Text, Dramatic Subtext
Among its other attractions, the “Game of Thrones” TV series gives you the chance to watch skilled writers using their full bag of tricks to accommodate several floodgates’ worth of exposition. Novels give authors great leeway in presenting crucial background detail. Although you want to break informational beats with others to keep a rhythm going, it’s nonetheless fairly easy to present necessary facts, whether through the direct address of first person or the internal monologue of third. Provided you don’t stray too far from the parameters of believable conversation, you can also fit in a certain amount through dialogue.
In the fantasy genre, readers may reward you for this. Their desire to immerse themselves in your imaginary world may be so strong that stretches of exposition go beyond the informational to become enjoyable in and of themselves. In Hamlet's Hit Points terms, they become gratification beats. I personally chafe at exposition for its own sake as a reader and work to minimize it as a writer, but there’s a segment of the audience that feels differently. (I’m looking at you, fans of singing Tolkien elves.)
The dramatic formats (TV, movies, plays) choke on excessive exposition. Straight informative voice-over is almost always deadly, unless counterpointed with the action. (See Goodfellas.) That leaves only dialogue, which can only bear so much. Dialogue scenes in this mode sustain interest only when they advance the emotional dynamic between characters.
“Game of Thrones” handles this by making the exchange of information the text of the scene, with the emotional petitioning and granting of the characters the subtext. The stories the characters choose to tell one another about their world and its history are the overt manifestation of their attempts to gain dominance (mostly) or shows of affection (occasionally.)