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What has changed in Game of Thrones season 5 compared to the books?
I am of the opinion that this question is addressed by a Spoiler-free overview by character and not by episode that provides a comprehensive summary, rather than listing every detail, for people who read / see / remember one and are interested in how different the other is without spoiling it.
The last section describes which book characters do not appear on the TV show and vice versa. So stop reading before this heading if you don't want to know. Where the TV show has possible spoilers for unwritten books, I've put the episode numbers where they appear in spoiler tags.
Roughly from Least Changed to Most Changed:
Somewhat similar storylines
- Arya. While many of the details are different, including the aforementioned characters she encounters, the general direction and tone are very similar. The books go further than the show and go on in a similar fashion.
- Cersei. Massively simplified in the TV show, with very few new characters (compared to many, many new characters in the books). Cersei is also presented a little differently (a little stronger and probably more sensible in the TV show, certainly not quite as risky, unpredictable, inconsistently trustworthy or ... predatory as in the books) but the storylines overall are similar in general essence and tone.
- Sams Plot doesn't go nearly as far on the TV show as it does in the books, but it does seem to be heading in a similar direction - with some added drama that isn't in the books but that fits the subject and its situation. The books contain a "voyage of discovery" theme that is not (yet?) Featured on the TV show.
Some very big changes
- Jon. Starts out pretty similar (but simplified and sped up in the TV show). His plot then takes a dramatic turn that is very different from the books and shows things that are not (yet?) Seen in the books. Jon's story in the books is very political, while there is a lot more action on the TV show. It's hard to say more without dropping massive spoilers ... but it's possible the book and TV storylines converge in the next book / season, they're no different irreparable .
- Stannis. There are some big differences in what characters go where in Stannis' company, and the TV show spends a lot more time directly with Stannis - most of the equivalent events happen offstage in the books, which means the TV show does some Answering questions seems left unknown in the books ( with possible spoilers from Winds of Winter ). There are some important, very dramatic scenes and plot points that have been added to the TV show that cannot appear in the book world, but which can be pernicious clues to events that may occur or turn out to be under various circumstances. When book readers want to avoid these episodes, they come in numbered episodes:
9 and 10, after many harbingers, especially in episode 6. Episode 10 is the most pernicious, but even it leaves some puzzles.
- Dany. Similar, but almost all the details are different. While the TV show easily deals with political issues surrounding the difficulties of governing a city, the books go into much greater detail on the economic situation, precise relationships with regional neighbors, factional politics, etc. Her personality continues to be slightly different - more strict and determined on the TV show, more naive and reliant on counselors in the books (partly because she is younger in the books). Very few new characters are introduced on the TV show compared to many other books, but some dramatic scenes are added.
- Tyrion. In the TV show, his journey is massively simplified and shortened, with very few new characters introduced and various characters accompanying him. In the books, his plot is much more meandering and much less linear. The TV show then shows events that didn't happen in the books, can't happen the way they do here in the book world, but they could be clues as to where Tyrion's story will go (i.e. possible pernicious clues as to where Tyrion is could go in Winds of Winter, numbered in series ...
6 and on
- Pinkie finger. He's still designing in both areas, but his plans are very different in different places. The TV show spends more time with him than the books.
- Jorah. Starts something similar, takes a completely different turn on the TV show. Is a little more central to the TV show than the books.
- Theon & the Boltons. Similar situation and some events in common, but most of the details are very different. A similar characterization, though, as in previous seasons, Ramsay arguably displays more strategic skill and self-control on the TV show than his often gross bullying in the books, and his relationship with Roose is more developed on the TV show than in the books who are more focused on his relationship with his younger colleagues (but he's just as sadistic, wild and shocking in both cases)
- Doran Martell and some associated Dornish characters have a plot that has some very slight similarities between the books and the TV show in terms of the gross intentions of the main characters, but the content, tone, and style are completely different. While the books are about many interwoven political plots and secrets, the TV show is so simplified that it's hardly a plot anymore (pretty one-dimensional and flat, but sometimes dramatic).
- Varies. Takes over the storylines of some characters not featured on the TV show and ends up literally and figuratively in a completely different location.
- Sansa . Has a much, much bigger and more dramatic role on the TV show. She shows little in the books.
- Jaime. Has completely different storylines in the show and in the books, in content, location, company and tone. His TV show storyline is somewhat caricatured and action-oriented, while his book storyline is more based on character development towards leadership and strategy.
- Brienne. Their plot had already broken up last season and continues to take a very different path. Her story is more drama and more integrated with other characters on the TV show, but has less personal character development and less "screen time" compared to what she did in the books.
- Davos. He plays a minor, supportive role for other characters on the TV show, while in the books he has his own adventure.
- Jaqen appears well in both, but in ways that are different in every way. Or maybe he doesn't show up either? Both Jaqen H'ghar storylines, when it comes to Jaqen H'ghar storylines, only have one thing in common, and that is mystery.
After that, changes are made in which characters appear at all.
If you consider this a spoiler, you might want to stop reading - but it doesn't award any specific plot points.
Not included in the TV show
- The iron islanders have three interwoven storylines in the books that are not featured on the TV show, with a mix of politics, action, adventure and ... disturbing moments. There's nothing to rule out some of the new characters appearing here in Season 6 (and many fans speculate that this will likely be due to certain casting decisions announced in 2015).
- Quentin Martell , a son of Doran, appears in the books and has an adventurous plot that has apparently been completely removed from the TV show.
- Arienne Martell , a daughter of Doran, appears in the books and has a story of intrigue and mystery that goes back to some elements that were found in the story by Doran et al. Were merged entirely from the TV show to have been deleted seems.
- Griff and Company are featured in the books and have a complex storyline that does not appear on the show (but unlike the Martells mentioned above, it is not necessarily excluded from appearing in a later series in various circumstances).
- Godfather , an unfortunate wannabe maester, and some acolytes and maesters at the Citadel are featured in the books but not on the show, in storylines that introduce new secrets
- Bran and Company do not appear this season, while in the books their plot goes a little further and he uses his new skills to influence other events
- Varamyr , a ferocious warg / skinchanger, appears in the books and has a mysterious, dark, high-fantasy plot that has no equivalent on the show
- The brotherhood without a banner returns to the books with a terrifying new leader. The TV show does not feature this new leader, and they are not featured this season
Not included in the books
- About Bronn is spoken and mischievous in the books but does not appear directly, while on the TV show he joins the plot of another character in a more prominent role
- Karsi , a female Wildling leader, is featured late on the TV show (played by Birgitte Hjort Sørensen who played Borgen's Katrine Fønsmark) as a strong character with some excellent lines in a political plot that actually has no equivalent in the books.
- The white walkers / others don't appear directly in the books this season is loosely based on. The TV show includes possible little wind of winter spoilers around the characteristics and organization of White Walkers / others (assuming the TV show's White Walkers are no different from the other of the books, which is possible), in numbered episodes ...
- Hard home and those there living Wildlings are only mentioned indirectly in the books, but shown directly on the TV show. The events are so diverse that this cannot realistically be viewed as a spoiler for future books.
I think that covers all of the main characters whose stories are not yet covered by another character's story at this point
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