The epic fantasy show based on a popular book series tried to cram one hour of exposition and about two or three dozen characters into the premiere, and while I felt confused at times (how can I be expected to keep track of all of Ned Stark's children?), I started to get a grasp on everything as the episode ended. Like the other great HBO shows, this one will have to give me time to catch up.
As you may have guessed, I have not read the books. If I had, I'd probably have an easier time understanding all of the intrigue and the purpose of the Pentos subplot, but even without that knowledge, Game of Thrones worked.