From: Theon_Greyjoy | #010
If you skipped the first book then you don't have the clues to figure out probably the biggest mystery in the series.
That's probably the biggest thing you lose from not reading the first book. They don't even give you reason to doubt anything in the show.
The show has some nice additions though. And not just the gratuitous nudity. The books will never have a private conversation between Varys and Littlefinger.
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"One toot on this whistle will take you to a far away land."
-Toad, SMB3