It's a good and entertaining game. But like all Telltale games, one have to understand that it's more of an interactive movie than a 'game' in the classic sense.
Also, the ending is... less than than fullfilling, and does more to set up a season 2 than wrap up season 1.
But overall, it's a very entertaining game. If you like Telltale and Game of Thrones, you need to play it.