Loved the first episode. The only change that bothered me was the last scene with Bran/Jamie/Cersie. I think it was done better in the book. Can't see a reason why they would change it. All the other minor changes I didn't mind one bit. My only real disappointment is the seven day wait until episode two.
Imo HBO has a winner here. So the next question is whens the announcement for season two.