Is this something I didn't notice in the first book or was this part only in the show?
@H2Oyea: It is extremely hard to notice in the books if you ask me. Mainly because of the point of view method of story telling, you only get hints through what people mention. I never noticed it myself, I actually heard they were making it more obvious in the show, so I went and reread the first two books, and it is indeed there in veiled mentions of the characters. I read an interview with George R.R. Martin where he said he thought he made it obvious in the books, but my guess is that he just knew they were since he's the author, and it's much more subtle than he thought.
EDIT: Actually, here't the article where I first learned of it: http://www.afterelton.com/tv/2011/01/gays-game-of-thrones-series-george-martin























































