Hulk, I'd suggest you get the first one and then continue on if you enjoy it
There was an article I recently read that a lot of the TV series fans are avery upset due to the fact that one of the main characters (and supposedly the series' best actor to date) was 'KILT' off to the vast majority of expectations.
Some fans even said that they will no longer watch it.
SPOILER ALERT .....(For new readers of GAME OF THRONES only,)
If you do read Game of Thrones you'll have a similar experience in the first chapter when one of the principal kids falls off the castle rooftop.