first episode of season one?
mh, I'm probably not the right guy to ask how good it gets because I am totally biased and a fan of the books since about 6 years.
However in my opinion/hope this is by far the best fantasy-thing you can watch, and even compared to other good HBO shows (Sopranos, The Wire, etc.) it is of equal quality in therms of acting, characters, story-line and many other thing. And when/if the whole series will be finished it will be one gigantic coherent 70 hours film with the best elements froom good drama, historical fiction and LOTR-like fantasy (I hope, but it looks good).
Of course when you just watched the first episode you will see nothing of this. There are lots of characters, names, locations and other things to get used to. In fact, the whole first season can be seen as the first introduction of the story to come. But if you like a good story with lots of intrigues, violence and sex (and all of this very authentic, IMO) you have to stick with it. And be prepared for surprises, this is not good vs. evil and no one is safe.
So in short: it gets really really good and not just for fantasy geeks. But probably better ask someone who's not fan of the books if you hadn't read them yourself.