Through no fault of the show's, I was disappointed that so many well written characters were dropping off after only a few episodes. Characters I wanted to see more of and anticipated getting into show downs with other characters ... hopes dashed when something 'seemly' arbitrary or peripheral happens to them!
Drogo ... and his army. I had grand visions of them sailing across the sea and f**king up some civilized places. Alas, that was not to be ... BUT now we have Dragons ... so you see "With every death, there is the promise of a flower."
I knew something was going to happen to The King on his hunting trip. But after the episode ended and the next began only to find him suffering from being gored by a pig (very fitting!) I felt like I missed something.
I would have liked a little more with the creatures/forces beyond the wall. That opening was EPIC. Then nothing 'really' again other than whispers and rumors until the '28 Days Later' dude re-animates. The suspense of finding out where those things come from and what is powering them is beyond killing me! I can't wait. I feel like reading the books will spoil it.
And lastly, the blurays themselves (the navigation and packaging) were on the annoying side. I HATE the style of box sets that 'unfold' like ludicrously long center folds. Give me the book style of ROME and the ALIEN Blurays, any day. Navigation sucked because all the menus (and animations) for all the disks were identical and never indicated to you what bonus features (or episodes) were on what disk until you tried to click it. This was an issue for me since I was watching these in the wee hours after my night shift was up ... and was watching them over the course of a week. Might be being to hard on this aspect. But fiddling around with this shit between episodes or after 24 hours and trying to remember where I left sometimes took me out of the universe I was so wonderfully comfortable in.