I totally understand complaints about the show having become 'too slow', even though it's not that it's 'too slow' insomuch as it is 'too directionless' at the moment. But I think that that's what people mean when they say 'too slow'.
Season 1 had a clear narrative: The mystery of the death of the Hand, and the Starks journey to King's Landing and how they would fare. Would Ned succeed at overthrowing the incestuous Lannisters? That was the question. Most scenes moved this story on. The only truly isolated arc was Dany's.
Season 2 had a clear narrative: The fallout from Ned and Robert's deaths and the impending War of 5 Kings. That was something we knew would happen and almost every scene built towards it. The only truly isolated arc was Dany's. The wall stuff is now a bit isolated but we can still see how it would affect the realm.
Season 3 had a clear narrative: After Renly's death and Stannis's defeat, the Lannisters start to turn the tide against Robb. (And Robb's war still has a clear narrative thread through to season 1, as he continues his father's quest as it were.) The Tyrells are introduced as a rival to the Lannisters to keep things moving. Things are building up to a final battle or confrontation between the Lannisters and Starks, one that would shock people when it was subverted.
Season 4 is where thing started to get split up a lot: With Robb defeated, many characters were scattered to the wind and the idea of some central unifying plot that you could attach to was largely lost. The writers were very successful with introducing Oberyn and making his story one of the central ones of the season, with a full conclusion to his character's arc. Also, we are looking foward to a huge battle on the wall from the start of the season. Between Oberyn and the Wall, there are at least two 'big' storylines to follow.
As for Season 5, what is the focus of this show at the moment? The truth is that there isn't one. We're following these characters because we still care about them, but there doesn't seem to be anything of any major, world-affecting importance about to happen, and the characters are all wildly separated and disparate. The fate of Arya Stark, for example, has absolutely no bearing on Westeros at this moment in time, and yet the show is devoting her considerable minutes.
Most seasons you could say 'I can't wait until "x" happens', but in this season it feels like a full reset of the board.
I have no problem with watching character based episodes but the purpose of the narrative appears to have been lost for the moment. I have no idea where they're going with it right now.
I'd say as far as I can tell this season's narrative is
1.) solidifying Jon Snow as Lord Commander of the Nights Watch, and whatever that may bring
2.) Arya receiving her assassins training
3.) Stannis Baratheon's war in the North and what will eventually become his war against the South. Something tells me stuff will happen to where he is joined by most of the North, perhaps even the " Free Men " as Jon describes them ( wildlings ). No doubt Jon is not going to send the Wildlings back north or treat them as enemies any longer. Will likely try and use them either in his own fight against the Walkers or will send them to fight for Winterfell.
4.) The Boltons bide for some form of power, which will be short ( hopefully ). Hopefully they have real fast horses and Ramsay doesn't have a chance to get his twisted thoughts onto Sansa. Sansa has been beaten broken and battered throughout this entire show. The only rest coming when she was with Littlefinger in the Vale. And even then had the Queen of the Vale accusing her of stuff. So yeah, I have a bad feeling about the next few episodes if they actually are wed ( even if they are not and Ramsay just gets bored one night )
So really, you could say this season is about the War in the North. As well as the cleansing of Kings Landing? Kings Landing may actually calm down and get a sense of being somewhat normal if the new king and queen are able to do their thing. No doubt Maergery is working to get Cersei gone from Kings Landing, which is not a bad thing at all. Cersei needs to get lost from this entire story, she has lost all purpose or point or power. Will be fun watching her scrape and claw for every last ounce of power she can muster though.
So you have the war in the north, things calming down a bit in Kings Landing and then Dany practicing at ruling on the other end of the world.
It's all relative. In season 1, it is stated how many years ago the last winter was, and they said summer had been unusually long, and that as such the winter would be extraordinarily long as well. It's the words of the Stark as well, so I mean yeah, probably will hear it a bunch. Never bothered me, personally.
But yeah, I don't know what happened to the army of white walkers. That's pretty strange.
Yeah, but " Winter is Coming " is one of the first things you heard on this show. And well, the very first thing you see in this show is the White Walkers. So the 5 years of constant reminder of a winter that STILL hasn't really hit yet, is a bit annoying at this point.
And last season we even got a glimpse of some Lich Lord from Ultima being a cuddle buddy to some very blue eyed baby. I mean ... WTF was that all about?