Well, the characters were introduced pretty much as quickly and chaotically in the book. You're not expected to remember every single name and description the first time they come up, and the prologue isnt supposed to make sense yet. When I read the book, it took me several chapters to get straight who was related to who and they all sort themselves out over time. All of the characters will be important at one point or another, but not right off the bat, so you will have time to get to know them, especially the ones that become your favourites. Martin writes very strong character arcs that all interlace later on as they get more developed.
This will help though if you desire. A non-spoilery info update on the show (locations, houses, characters, etc.):
http://viewers-guide.hbo.com/game-of-th ... pid=ABC587
All in all, this first episode bodes well imo for a very strong, excellent series. This story starts slow, but gets REALLY good and engageing, so I'd recommend not giving up hope yet Karou.