Spoilers (duh) through end of Season 7.
The following is a list taken from here that I have edited to include anyone who:
- Was a "POV" character
- Was a major player in the game of thrones
- Was a fan favorite
- Seemed to be important
- Was introduced as an "important" character (even if killed within an episode or two)
Keep in mind that the people we thought to be main characters in season or book one, are almost 100% gone. And sure, rewatching/rereading we can see thing from a new light and pick up on clues, but it doesn't change the fact that many of these people would be expected to be still alive considering common storytelling tropes.
Viserys Targaryen
Role: Exiled head of House Targaryen and brother to Daenerys Targaryen
Time of death: Season 1, Episode 6
Benjen Stark
Role: First Ranger of the Night's Watch, Brother of Ned Stark
Time of death: Season 1, Episode 7
Robert Baratheon
Role: Lord of the Seven Kingdoms
Time of death: Season 1, Episode 7
Eddard Stark
Role: Hand of the King and Lord of the North
Time of death: Season 1, Episode 9
Drogo
Role: Chieftain of the Dothraki people and husband of Daenerys Targaryen
Time of death: Season 1, Episode 10
Yoren
Role: Recruiter for the Night's Watch
Time of death: Season 2, Episode 3
Renly Baratheon
Role: Master of Laws, Claimant to the Iron Throne, brother of Robert and Stannis Baratheon
Time of death: Season 2, Episode 5
Jeor Mormont
Role: Lord Commander of the Night's Watch
Time of death: Season 3, Episode 4
Robb Stark
Role: King of the North, son of Lord Eddard Stark and Lady Catelyn of Winterfell
Time of death: Season 3, Episode 9
Catelyn Stark
Role: Wife of Eddard Stark, Mother of Robb, Sansa, Arya, Bran and Rickon
Time of death: Season 3, Episode 9
Joffrey Baratheon
Role: Lord of the Seven Kingdoms
Time of death: Season 4, Episode 2
Lysa Arryn
Role: Lady Regent of the Vale, sister to Catelyn Stark, briefly the wife of Littlefinger
Time of death: Season 4, Episode 7
Oberyn Martell
Role: Prince of the House Martell
Time of death: Season 4, Episode 8
The Mountain
Role: Knight and Head of House Clegane, loyal to House Lannister
Time of death: Season 4, Episode 8
Ygritte
Role: Soldier in Mance Rayder's army and Jon Snow's lover
Time of death: Season 4, Episode 9
Jojen Reed
Role: Warg, brother of Meera Reed, traveling companion of Bran Stark
Time of death: Season 4, Episode 10
Shae
Role: Prostitute and girlfriend of Tyrion Lannister
Time of death: Season 4, Episode 10
Tywin Lannister
Role: Head of House Lannister, Lord of Casterly Rock, father of Cersei, Jaime and Tyrion Lannister
Time of death: Season 4, Episode 10
Mance Rayder
Role: Leader of the Free Folk
Time of death: Season 5, Episode 1
Barristan Selmy
Role: Former member of the Kingsguard, advisor of Daenerys Targaryen
Time of death: Season 5, Episode 4
Shireen Baratheon
Role: Daughter of Stannis and Selyse Baratheon
Time of death: Season 5, Episode 9
Stannis Baratheon
Role: Lord of Dragonstone, brother of Robert and Renly Baratheon, claimant to the Iron Throne
Time of death: Season 5, Episode 10
Jon Snow
Role: Commander of the Night's Watch, bastard son of Eddard Stark (or maybe not)
Time of death: Season 5, Episode 10
Roose Bolton
Role: Lord of the Dreadfort, Warden of the North
Time of death: Season 6, Episode 2
Osha
Role: Wildling loyal to Rickon Stark
Time of death: Season 6, Episode 4
Hodor
Role: Servant to the House Stark
Time of death: Season 6, Episode 5
Brynden Tully (The Blackfish)
Role: Lord of Riverrun
Time of death: Season 6, Episode 8
The Waif
Role: Acolyte of the Faceless Men
Time of death: Season 6, Episode 8
Rickon Stark
Role: Lord of House Stark
Time of death: Season 6, Episode 9
Ramsay Bolton
Role: Warden of the North
Time of Death: Season 6, Episode 9
Grand Maester Pycelle
Role: Grand Maester in King's Landing
Time of Death: Season 6, Episode 10
Lancel
Role: A brother with the Sparrows
Time of Death: Season 6, Episode 10
The High Sparrow
Role: High Septon
Time of Death: Season 6, Episode 10
Loras Tyrell
Role: Knight of Flowers, Rainbow Guard to Renly Baratheon, brother of Margaery Tyrell
Time of Death: Season 6, Episode 10
Margaery Tyrell
Role: Queen of the Seven Kingdoms
Time of Death: Season 6, Episode 10
Tommen Baratheon
Role: Lord of the Seven Kingdoms
Time of Death: Season 6, Episode 10
Walder Frey
Role: Lord of the Crossing, Lord of Riverrun
Time of Death: Season 6, Episode 10
Olenna Tyrell
Role: Head of House Tyrell, Queen of Thorns, grandmother to Margaery and Loras Tyrell
Time of Death: Season 7, Episode 3
Randyll Tarly
Role: Lord of Horn Hill, Father of Samwell and Dickon Tarly
Time of death: Season 7, Episode 5
Benjen Stark
Role: Coldhands, wight that retained sentience
Time of death: Season 7, Episode 6
Petyr "Littlefinger" Baelish
Role: Lord Protector of the Vale
Time of Death: Season 7, Episode 7