I started watching it. I'm two or three episodes in and I can't keep track of the characters. I must be getting old. Who is this guy again? Where are there? Oh wait.. wasn't he dead last time?
Maybe not being to watch in single sittings is interrupting my brain. Maybe just old.
No, there are a TON of characters and locales.
Video game and D&D geeks will outshine most everyone else at keeping up here. The amount of characters is somewhat higher than average, bordering on staggering. Thankfully, the show's well developed garbage cleanup functions (programming joke) does a great job of killing the majority of characters. Many of the ones you see there, even the really awesome honorable ones, will probably die, if they haven't yet. The show / story keeps itself manageable by slapping RIP next to just about anyone who can possibly RIP. And some sonzabitches really do have it coming and don't get it... at all. Pity.
If you are familiar with TV Tropes or just story tropes or videogame tropes, know for sure that plot armor is something that is sparingly if at all available in Game of Thrones. Tyrion, Daenerys and perhaps Jon Snow. Maybe even a few others, but I won't spoil it for you. Just know that even if they don't die, horrible things are at times done to them. This show approaches reality. Minus the dragons. But we weren't there so we don't know if maybe dragons did roast dudes in their shells in ancient times.
I will say this. Don't get attached to ANYONE that is honorable, good, badass, or awesome. Tyrion is probably the only scumbag you can fall in love with, attitude wise at least. He's sarcastic, he's witty and most of all, he's almost always
right. Which, as we all know, is what you want to be in real life. May not be lovable, may not be "nice" but being right, in a world where physics and reality exist, will mean you won't die walking off cliffs hoping for things that don't exist to save you... Pegasi and Gandalf's eagles do NOT exist in their universe, even if dragons do. And unless you're a hot albino chick, the dragons won't do anything other than roast you at the hot albino chick's command.