My impressions, in no particular order...
- The woman playing Catelyn is too old.
- Khal Drogo, Arya, Viserys and Petyr Baelish are simply fantastic. Spot on with the casting there.
- I love the actor who is playing Robert, but I was disappointed to see him wearing a sword at Winterfell. Also, his hair seems like it needs to be a darker black - that is sort of the main calling card differentiating his bastard children from Joffrey, Myrcella and Tommen.
- I was quite disappointed that Cat wasn't pushing Ned Stark to accept the position as Robert's Hand. It's mostly cosmetic, but it didn't feel right.
Very impressed with the show, and am really excited about forthcoming episodes.