I'll give the book reader something to rage about. I don't know if it was already known, but apparently episode 2 confirms that
I personally don't care, but since it seems a rather important change I wanted to share.
Another "big" change I noticed is that episode 2 spoiler
Shireen does not exist in the series. Melisandre says that Stannis's wife has given him only stillborns
Another "big" change I noticed is that episode 2 spoiler
Bronn becomes the new commander of the City Guard after Slint