Game of Thrones (the tv show) can sometimes be as different from A Song of Ice and Fire (the book series) as it is similar. Characters that are alive in the books are dead on the show and vice versa, some characters from the books have been combined into one in the show, some story lines have been left out entirely, etc. There will always be a need to make changes when prose is brought to life on the screen due to budget, time, and even creative differences.
But so far, the show has done a fairly good job at capturing the essence of the major characters. Quite a few I've actually come to like more than I did when I first met them in the novels. It was surprising to me to hear author George R.R. Martin named Littlefinger as one of the characters that is the most different.
Book Littlefinger and television show Littlefinger are very different characters. They're probably the character that's most different from the book to the television show," Martin said. "There was a a line in a recent episode of the show where, he's not even present, but two people are talking about him and someone says 'Well, no one trusts Littlefinger' and 'Littlefinger has no friends.' And that's true of television show Littlefinger, but it's certainly not true of book Littlefinger. Book Littlefinger, in the book, everybody trusts him. Everybody trusts him because he seems powerless, and he's very friendly, and he's very helpful. He helps Ned Stark when he comes to town, he helps Tyrion, you know, he helps the Lannisters. He's always ready to help, to raise money. He helps Robert, Robert depends on him to finance all of his banquets and tournaments and his other follies, because Littelfinger can always raise money. So, he's everybody's friend. But of course there's the Machiavellian thing. He's, you know, everybody trusts him, everybody depends on him. He's not a threat. He's just this helpful, funny guy, who you can call upon to do whatever you want, and to raise money, and he ingratiates himself with people and rises higher and higher as a result.
I can see what Martin is getting at here, though I think for the most part a lot of people do trust Littlefinger in the show when they shouldn't, it's just a few of the others playing the game that don't trust him. Personally, I have always found both Robert and Renly Baratheon the most changed from their book versions, particularly Renly (Robert more-so just physically). In the show, they made Renly much more effeminate, and focused on his sexuality more than his character. In the book, he was described as a young Robert- tall, strong, and you could see why others wanted to follow him. There, it wasn't such a joke that Renly sought to be King.
What about you, which characters do you find have changed the most, for good or bad?
BBC Interview with George RR Martin: