Game of Thrones is an interesting series because its audience is diverse and spans across taste spectrums. It’s not uncommon for someone who is not normally interested the fantasy genre to love Game of Thrones.
It’s the epic nature of the storytelling and the well-defined characters that audiences can easily identify with that account for this reaction. Each character is vulnerable in their own way and each character is caught between what they want to do versus what they think they should do or is expected of them.
Another thing that makes the series compelling is that the writer isn’t afraid to take the characters to the brink, to make the worst thing possible happen.
At the end of season one, Ned is beheaded. Even though this is the worst thing that can happen to the character, it’s the best thing that can happen to the story. It lays the foundation for the events that occur after, and it seals our investment in the remaining characters and makes us eager for what’s going to happen next.
Even though Ned is in a powerless position when he is brought before Joffery Baratheon, he chooses to save his daughter rather than reveal the truth about Joffery’s entitlement to the throne. His action does not ultimately save him, but it does save the reputation of his daughter Sansa and shows us the love he has for his family which ends up being more important to him than anything.
Because we are invested in Ned and he dies honorably—choosing his family instead of the truth—we are more enraged, more embittered at his fate, and we understand thoroughly the motivations and actions of his family subsequent to his death.
Having your audience love and lose a character enables them to become a part of the story in a significant way. To enable your audience to actually feel what the other characters are feeling is one of the greatest gifts a storyteller can give.