Yes, I have finished the game, and Telltale does a great job of introducing and developing new (relatively, they are mentioned in the books I think but not in the series) characters into the universe (with some HUGE shocks as well, just the GoT way that I love), and in turn, makes me anxious for them to be introduced to the franchise outside of the game and the books in some way. Just get the Forresters on TV already!
As smurphy said, the likes of Tyrion, Cersei, Daenerys, Margaery, etc. also appear, and we interact with them in junction with the events on TV. We are kind of present at the two major "weddings" and play a part in influencing some other events. The ending can be disappointing, but knowing that there is a second season coming up and this season pretty much dug the foundation for its events, you shouldn't have that much of a hard time with it.
I enjoyed the fighting QTEs as well (they work well in the game), but I guess the things I said might have been enough to help with your decision, as gameplay isn't a game breaking aspect of the Telltale games. I'd definitely recommend the game, as I certainly had a great time playing it. Speaking as a fan, you won't regret it.