Differences in plot or character among Game of Thrones TV adaptation and book

From IGN - TV-Book Differences:

Point of View:

• Since the plot in the novel is told from the viewpoints of the principal cast of characters, the show fleshes out certain key scenes that are either absent from the book, implied, or talked about in other chapters.

Character Names:

• Certain characters have undergone a name change for the TV series to avoid confusion.

Character Appearance:

• Certain characters within the series have been played by actors who do not share the same physical traits as the said characters.
• Some characters' races have been changed in the show as well.

Character Additions, Omissions, and Mergers:

• e.g. Talisa of Volantis, a character not featured in the book, replaces Jeyne Westerling.

• Some minor characters, like Alton Lannister are substitutions to help move forward key scenes that involve characters omitted from the show.

• Certain characters had their fates altered and are killed off differently or earlier in the story.

• Some characters introduced in book 1 or 2 are absent from season 1 or 2, respectively and may appear in later seasons.

[Click the link to see more examples/details, including a breakdown by season]

The Game of Thrones Wiki also has an extensive list of differences:

• Season 1 Differences
• Season 2 Differences

Adding to Oliver_c answer:

It's inevitable to change things (plot, personal stories, characters) when adapting novels to screenplays, why? Because usually when you read a novel you are reading feelings, thoughts, internal perspectives that the characters have, those things are quite difficult to adapt to film, because in film you are seeing the character from the outside and those feelings, thoughts, etc. must be portrayed with actions. Unless the character narrates what he/she is feeling, you wouldn't know exactly what he/she is thinking.

It's all about action and, of course, screen time which can be translated to: "how much we can show in a short amount of time using XXXX money?" :P

Syd Field explains the art behind adaptation in his book "Screenplay: the foundation of screenwriting" if you are curious about it.

And from Wikipedia: http://en.wikipedia.org/wiki/Film_adaptation

Change in adaptation is essential and practically unavoidable, mandated both by the constraints of time and medium, but how much is always a balance. Some film theorists have argued that a director should be entirely unconcerned with the source, as a novel is a novel, while a film is a film, and the two works of art must be seen as separate entities. Since a transcription of a novel into film is impossible, even holding up a goal of "accuracy" is absurd. Others argue that what a film adaptation does is change to fit (literally, adapt), and the film must be accurate to either the effect (aesthetics) of a novel or the theme of the novel or the message of the novel and that the film maker must introduce changes where necessary to fit the demands of time and to maximize faithfulness along one of these axes.

Because I have read the books, I can say, yes, there have been changes in characters, situations, events, etc. But aren't too distant from the original plot / story. They maintain the principal story arch and have made a great work adapting the story to screen.

Hope this helps a little. And forget my english grammar.