If they are damned if they do and damned if they don't then that suggests there is a flaw at the core of the story.
Game of Thrones does not begin with set dressing nor is it a prologue, or anything of the sort. It simply presents you with a bunch of characters who already have decades of history between them. It tells you a story in the present, one of political intrigue that begins with a death and an assassination attempt, and it uses this present story to reveal the past of the characters. It is this past that ultimately informs everything that happens in the present. It works extremely well: nobody's really going to argue that you're not invested in GoT characters by the end of the season. The skill and artistry of the first book and season is the interweaving of all these elements into a singular whole, the telling of a 'brief' story that has the weight of all this history behind it.
Unfortunately GRRM has moved away from this. Instead we have this less interesting, mechanical form of story where it is just a sequence of events, A is followed by B, B is followed by C, C is followed by D, and so forth.