I've not drummed up the energy to watch the most recent episode, which I suppose speaks volumes.
I was thinking about it, and the first glaring issue I had with the series was The Crabfeeder. No backstory, no personality, no reason - just a super-villain with a super-villain's name, feeding captors to crabs in a super-villainous way. Like all the best super-villains, he's all twisted and deformed and has a costume - but all his minions dress the same, and mindlessly go up against the hero bit by bit until they're all dead and it's just the super-villain left.
In OG GoT, you certainly had mean bastards (Ramsey Bolton, come on down), but they were believable in the milieu.
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I think the show's failing (me) because they've made a show about a history book, rather than a show about a story book (based on some history).