Instead of cutting characters or storylines from the books to save room on the show, Game of Thrones cut a theme: that you are a single thread in a sprawling tapestry of history and prophecy sprawling backward and forward and sideways through time; that you have no control over the shape or design or pattern of this tapestry; that the occasional glimpses you get of the larger tapestry can be exhilarating and terrifying and awe-inspiring; that attempting to unravel the awesome mystery of what it all looks like and how it all connects is a driving force in people’s lives.
Most of the major storylines and characters remain intact; other themes, particularly the exploration of how violence destroys human dignity and connectedness, remain intact. So there’s still much of what you love from the books in the show. But the theme above is not what the creators are interested in exploring. You have to decide how to handle that on your own.