I think GoT is a bit different because those constant changes are ingrained in the style and structure. The problem for me is mostly when there is a defined MC, and then gets sidelined by new people. I should make a distinction there: it wouldn't be too big a jump if the second MC is someone we know. If the second MC is brand new, the change becomes more difficult to swallow. If you absolutely want to do it this way, I would suggest having the second MC (the one who will replace the main protagonist) have some chapters here and there before becoming the focal point. Have the reader warm up to the replacement before going through with the swap. Likewise, have the main protagonist here and there during the replacement's tenure.
I'll also say that only having the MC in the intro and the climax parts of the story will rob him/her of any emotional impact/stakes, as it is during the middle bit that the MC confronts the bigger conflicts and tribulations that build character and rapport with the reader. A the same time, the replacement MC will have a rushed intro and no climax, so you will be robbing him/her (and more importantly, the reader) of the personal resolution to his/her conflict--you will leave his journey unfinished, even if he is a secondary character at the climax. The more I think about it, the less I like that structure you're going for, because no one wins: The first MC loses connection to the reader, and the second loses resolution and emotional payoff.