"Snow" is the surname given to bastards born in the North.
Exteriors for Season 1 were filmed on location at Carncastle, Shane's Castle, Castle Ward, Magheramorne & Tollymore Forest Park in Northern Ireland as well as Doune Castle in Scotland and various locations in Malta.
Valyrian steel is a metal said to have magical properties. The secret of making it has been lost, and any sword made out of it is considered to be priceless. Eddard Stark's greatsword "Ice", which he used to behead the traitor from the Night's Watch, is one such sword.
Each link on the chain a maester in Westeros wears is made of a different metal, they represent the subjects that master is proficient in. Silver, for example, means that he has studied medicine and healing.
The Arryn throne was made from three pieces of wood welded together. A crane was required to move it out of the set.
Dothraki language was created by David J. Peterson (Linguistics Professor at Berkeley)
Filming was done in Northern Ireland and Malta.
Dogs that were used as Dire Wolfs were Inuit dogs.
Maisie Williams, who plays Arya, learned to sword fight with her left hand, even though she is right-handed, because Arya is left-handed in the books.