Stannis is a different character than he is in the books. In the books he's very logistical and calculating but in Season 5 especially he makes some critical errors and does some things you wouldn't expect his book counterpart to necessarily do.

Lots of characters are merged. Introducing Jeyne Poole seemed like a waste so they just had Sansa with the Boltons instead. Gendry and Edric also. I think someone told me they're merging Victarion and Euron.

Season 5 has some weird plot differences. Jaime doesn't go to the Riverlands in this season (although he might later), so we have Jaime and Bronn going on an adventure to Dorne to save Myrcella. A lot of people complain about this diversion, but it makes sense within the context of the show. A lot more emphasis is put on how Cersei is motherly, so it's natural that she would send Jaime to get her daughter instead of sending him to take the Riverlands. The real problem with it is the execution. Arianne Martell doesn't exist, only a more streamlined (and goofier?) version of the Sand Snakes. They deliver what is arguably one of the most infamous lines in the show. Brienne's role in Season 5 is kind of dumb too, there's a part where she just stares at a castle for a tiny-ass candle that she would apparently be able to see from a mile away during the daytime.

To balance out those negatives, Jon's storyline in Season 5 is really really good, even better than the books in some places. IMO they did his death a lot better too. In Season 1 they had non-POV characters talking to each other, so you have interesting conversations between people like Robert and Cersei or Loras and Renly that aren't present in the novels. Plus Season 2 has some cool Arya and Tywin stuff. The Others show up way more in the show and it makes you even angrier that Jon and Stannis are basically the only people acknowledging that this is a problem.