What are the differences between the Game of Thrones TV series and the book?
I recently started watching the Game of Thrones TV Series and enjoyed it very much. Only later did I find out that it was based on a series of books, which is good news, since I really enjoy reading. I already watched the complete first season, and am halfway through the second. What I would like to know is if there are major plot differences between the series and the books, or if, having seen the first season, I should skip the first book or something. Or if, even though there are not many differences, the book is still worth reading because it is more intense and adds more to the plot or something like this (I'm guessing this should be the right choice).
P.S.: Don't get me wrong, I know books are almost always much better than TV Series or Movies (even though some may be very good adaptations). I just want to know the opinion of people who have both read and watched the Series.