It's really a shame that one of the greatest shows on television is so hard to watch. Don't have HBO? You'll have to wait a year and shell out the bucks to buy the season on DVD. No Netflix, no online streaming. HBO probably does this because they know they can get away with it, as Game of Thrones is worth every bit of effort you have to put towards seeing it. Don't believe the hype? Check out the first full trailer for the third season.
You may not get the full impact if you don't know the characters, but most full-length movies never manage to feel as epic as that one minute was. Take this as one of the highest recommendations this site has ever given: go watch the first two seasons of Game of Thrones. You won't be disappointed.