The biggest misconception one can have about Game of Thrones is that it follows the blueprint of a traditional TV show by centering on main characters who are predictably going to survive any dangerous situation.
The books have an advantage in that each chapter switches to the perspective of a different character; as it stands after 5 books, over a dozen characters have been given their own perspective. This approach allows the novels to spread their weight around in terms of character focus or importance - a foreign concept, within the formulaic confines of TV.
I say all that say: Be ready for anything and expect nothing. No one is safe in this game.