Game of Thrones is an epic struggle for power. Known world is divided into 4 continents. The continents of Westeros and Essos are where all action happens. Westeros is often united under a single throne & is quite homogeneous. Essos is much bigger and exotic, with a variety of different cultures.
The throne of Westeros (Iron throne) is the most prized one and different families fight to dominate the throne. In the first 3 seasons, there are 3 parallel threads in which this contest happens. The first one involves the southern side of Westeros where 5 kings battle to seek the throne after the death of the King Robert. In the extreme north of Westeros, an uncivilized horde constantly threaten to break open the Wall to raid the civilization before the arrival of Winter. From the Essos, a new queen has risen and builds an army to reclaim her father's throne at Westeros.
Among the 7 kingdoms & 9 districts of Westeros, 3 families are the most powerful and respected - House of Stark (with whom we sympathize the most), House of Baratheon (who are the prevailing regents) and House of Lannister (the richest and most feared). Many of the major characters come from these 3.
As each group of men (and women) seek to dominate over the same region, clashes and violence happen. Both good and bad people fight madly in search of power. Favorite and righteous characters die throughout the story betrayed by their own, while the evil men grow in complexity.
That is the most I want to stay. Anything more could ruin your viewing experience. Do watch the DVDs. It is probably the most epic story ever. Btw.. if you have the faintest of the hearts, be careful with the 9th episode in all the seasons.