Why? People will say to you "Oh, that show has so much violence/gore/nudity/sex!". Or they will say it's got a complicated plot. Both these things are true.
But then again, both these things are true of House of Cards or True Detective.
At the end of the day, if you enjoy amazing acting, characters you can really love/hate/love/hate, production on an epic scale, beautiful locations, exquisite costuming and dragons, you should be watching this show.
I will only say - perhaps don't join in on Season 4. Binge watch from Season 1, you'll thank me.