Summers last years, and winters decades in this world. Ned Stark knows the winter all too well, but his younger children do not. Further, the winter that's coming is expected to be a long one, with much worse consequences for the south.
Up at the Night's Watch, we learn there are humans beyond the wall, who live in the wild, but they are not the real threat to the southern kingdoms. That threat comes from the white walkers, who, as we saw in the first episode, appear to be genuine demons. Tyrion Lannister, who's preparing to leave the Wall and head back home to King's Landing, doubts the existence of demons. But he's a smart guy, and, in the words of John Maynard Keynes in our own reality - "when the facts change, I change my mind - what do you do, Sir?" - we may well see a change of mind from Tyrion on this subject in the future.
Tyrion may have a soulmate at Winterfell in Bran, who survived the toss from the window by Tyrion's brother Jaime, but will never walk again. Bran also has no memory of the fall, so at this point Jaime's safe from Stark retaliation. But the sword of the assassin who tried to kill Bran in his bed has been identified as Tyrion's, which means that he not Jamie may be the first target of the Starks, even though Tyrion seems to have far too much integrity and decency to ever knowingly lend his sword to a boy's killing.
In many ways, the Lannisters are the most interesting family in the story, with not only Tyrion and Jaime, but the beautiful Cersei, who tells her (and the King's) son that everyone who is not a Lannister is their enemy. At least she's honest - at least, to her son. The Lannisters also seem to have the best lines (tied with Cersei's tonight is Tyrion's, who, asked what he most likes to eat, quips about "Dornish women").
And back across the water, Daenerys is pregnant, with, she says, a boy. Another player against the King and the Lannisters. And the Starks as well, who will need all the help they can get, including Arya's, whom Ned and we see learning her swordsmanship in the last scene.
5-min podcast review of Game of Thrones
See also A Game of Thrones: My 1996 Review of the First Novel ... Game of Thrones Begins Greatly on HBO ... Game of Thrones 1.2: Prince, Wolf, Bastard, Dwarf
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