I am one of the biggest GoT fans you'll find, but I have never thought the first episode was that good.

I certainly do love that line and the ending, but the very first scene is a bunch of characters you don't know about fighting who knows what, then they introduce 50 characters to you and they don't have time to really develop more than a couple, there's no real action or drama (save the ending), and a lot of the characters (Tyrion especially) seem radically different than they are in the rest of the show. There's also one really bad green screen shot when Bran is running across the castletops. And the rape of Dany is so rough that I have a few friends who decided they didn't want to keep watching it after they say that (and this was WAY before the Ramsay/Twin rape scandals). And two different pairs of brother/sister incest scenes in the first episode? Never thought I'd have to utter this but, maybe warm people up to one set of incestuous family members before introducing a second!

I love the show, and despite all my criticisms, I do even love this episode, its just that, really, I think it's pretty rough around the edges and not the strongest pilot ever. YMMV.