This review will be spoiler free, so read on without worry of ruining the plot.
Game of thrones is a great series that challenges the tropes of television, and fantasy as a whole, pushes the envelope on how big a show can get, an how heroes and villains are defined, outperforms most competitors on effects, writing, and production quality, and proves that when done right, an adaptation can be as good as what it aims to translate.
While many who read the books would argue that they are better than the show, and vice versa, for those who never have read them, I would instead say that neither one is the definitive version. Both have their merits. The books will give you better insight into a character's motivations, but the show gives you scenes with characters who have never had their own point of view chapters. The books use Sex and violence to show the world as a dark and ominous place, where someone would not want to live, while the show uses cinematography to create some of the most evocative imagery ever put on the small screen.
Game of thrones is almost peerless in it's scope, ambition, and shock value, and will go down as one of the greatest shows ever created. Is it without faults? No. There are some characters who lose much of what made them interesting on the page (though some become much more interesting); Some plots are dropped, or downplayed, in favor of other ones that are not nearly as intriguing; Some story beats are skipped, and replaced by newly created ones, which can be hit or miss; And some locations lack the wow factor you might get in your own imagination, while others dwarf their descriptions from the source material.
Overall, I say watch it. The show is unlike anything that has come before in television, and has something for almost anybody. There is a steep learning curve at the beginning due to the sheer number of characters, locations, and plots happening right from the opening credits, but at least stick through the end of the first episode, and you won't be sorry.