I finally finished "A Game of Thrones". I found myself increasingly absorbed in the story because of the world-building and character development. However, I find I can't fully relate to any given character and it isn't a world I would want to live in. When I read fantasy, I like to put myself in place of the characters or with them, to feel I am "adventuring" with them, and be truly caught up in the story. But the world of Game of Thrones is a harsh one and I wouldn't feel safe or comfortable anywhere in it. This is a turn-off to me, but the story is well-written enough that I probably will continue the series.
I didn't really find Ned's death shocking. It was clear from the time he agreed to be Robert's Hand that things weren't going well. I think it's like being pushed into a job that ends up being a toxic work environment. Ned was a good man but naive, and wasn't able to "learn the ropes" quickly enough for his own survival. For most people a worst case scenario at such a job is being fired. But Ned had no way out.
"A Game of Thrones" is a bit unsettling, not just in the amount of violence in the story, but it doesn't wrap up neatly. But then, that is why it is the start of a series.