Ahead of the final season of HBO's Game of Thrones, test your ability to remember character names from Season 1, Episode 1 "Winter Is Coming" I hope that triumph is really good. 1. Grey Worm seems like the kind of tragic “Game of Thrones” character who is going to have a brief moment of triumph before getting slaughtered. Game of Thrones set up Eddard Stark (Sean Bean) to be the protagonist of the series, appearing as Lord of Winterfell in the first episode. Characters include:Eddard (Ned) Stark,Catelyn (Cat) Tully,Daenerys Stormborn Targaryen,Jon Snow,Tyrion (The Imp) Lannister and more A list of all the characters in A Game of Thrones.