I'm rereading the books for the third time, and I just finished A Game of Thrones a few days ago. I wasn't sure how that would affect my viewing of the series, but I still really enjoyed the pilot. My husband, who has only read the first book, asked me after the show what grade I would give, and I said B+. He said 'That's it?', so he obviously liked it as well.
I share the same thoughts as others have already said. I really think they did a good job with casting overall, but my main concern before the show started was Cersei, and I have to say so far Lena Headey hasn't quite pulled her off for me. And I like Headey as an actress, so I hope as the show goes forward she fits better into the mental picture I have for her. It could just be a case of me having a very developed character in my head, and they had one episode to portray her. I think Emilia Clarke as Dany is excellent, and I'm excited to watch her character grow. Jaime is fine with me, but not as good looking as I think he was described in the books. Tyrion is great, but did anyone think he wouldn't be? And Hello Jon! That's the woman in me talking, but he's mighty easy on the eyes.
Arya seems spot on as well.
I didn't particularly enjoy the opening, but I'm not sure why. And I wasn't real impressed with what they did about the Dany and Drogo wedding night. Seemed too far from what happened in the book. I thought the added scene with Tyrion in the whorehouse was perfect though. There was more sex and nudity than I was expecting, even for HBO. The dragons eggs looked all wrong to me, but I suppose thats me being nitpicky.
Overall I really enjoyed it and am looking forward to the next episode. I have read that the first episode was one of the weakest, so I can't wait for the rest.