Game of Thrones had to change a number of George R.R. Martin's A Song of Ice and Fire when adapting it for the small screen, but its biggest failure was the direwolves. Showrunners David Benioff & D.B. Weiss had to sacrifice a lot of the books in order to make them work as a TV show, largely to condense the sprawling narrative, but some worked a lot better than others.
While storylines such as Dorne were butchered completely and great characters like Strong Belwas and Val were left out, the show managed to improve in other areas, for instance turning Hardhome into one of the small screen's most incredible action sequences, or so brilliantly (and brutally) bringing to life the Red Wedding. But for all these changes, it's Game of Thrones' direwolves that remains the worst.
The direwolves appear in the first episode of Game of Thrones; Ghost then appears at the very end of the series too. That's a good indicator of how important the direwolves are to this story, but while those two moments were great, what came in between was completely lacking and meant that their value was never totally felt on screen.
The reason commonly given by the showrunners was that getting direwolves on Game of Thrones was both expensive and difficult, with the CGI harder to get right for them than it is, say, a dragon, because they're based in reality. It's not a completely unfair argument, but when you see the increased time taken across seasons 7 & 8, how the budget massively increased year-upon-year, and the sheer amount of dragon action, it doesn't quite wash, especially considering how cutting them out affects the story so much.
As proved by Game of Thrones' ending, this was the story of House Stark above all others. The direwolf is the sigil of the Starks, but the connection between them runs far deeper than we saw in the show. Each direwolf is intrinsically linked to its respective Stark, with personalities and appearances reflective of them. Robb's rise to King in the North is aided by having Grey Wind at his side; Sansa's ill-fated time in King's Landing, after dreaming of being Queen, is mirrored by Lady's unjust death; Shaggydog is wild like Rickon.
It goes further for Bran, Arya, and Jon. It's through Summer that Bran first begins to realize his abilities as a warg, leading him on his journey to find (and assumedly become) the Three-Eyed Crow. Arya, too, wargs into Nymeria in Martin's A Song of Ice and Fire books, which is vital to her character. Not only is it Arya-as-Nymeria who drags the body of Catelyn Stark from the river, leading to her resurrection as Lady Stoneheart, but it provides a crucial link to her Stark past. So much of Arya's arc is about her identity, and in Braavos her efforts to shed it completely and become no one. She might be able to succeed while awake, but in sleep she dreams as a wolf; Nymeria is her subconscious link to her Stark self, the one bond she is unable to break free from, which will prove key when she eventually returns to Westeros.
For Jon, Ghost is the symbol of his identity as both a Stark and yet an outsider: "He's not like the others," Jon says. He's his most loyal and trusted companion after having left his home behind, which is why it was almost unthinkable that Ghost wouldn't be by Jon's side in Game of Thrones episodes Hardhome or the Battle of the Bastards. It's also very likely that's Jon's resurrection will be linked to Ghost in the books, with the Lord Commander presumably having warged into his direwolf.
Game of Thrones, sadly, could only pay lip-service at best to these relationships, without doing the groundwork for the payoffs. Jon reuniting with Ghost in the finale was a great moment, but it was also a reminder of how little attention the show had given the direwolves, and how it'd totally failed to show their importance to the Starks' story.