The books contain nudity in various scenes but to avoid being overly graphic I’ll just include the one quote.
Note that whilst this quote isn’t overly graphic it also isn’t exactly SFW so discretion is advised.
It took a long time. All the while he sat there silently, watching her. When she was done, he shook his head, and his hair spread out behind him like a river of darkness, oiled and gleaming. She had never seen hair so long, so black, so thick.
Then it was his turn. He began to undress her.
His fingers were deft and strangely tender. He removed her silks one by one, carefully, while Dany sat unmoving, silent, looking at his eyes. When he bared her small breasts, she could not help herself. She averted her eyes and covered herself with her hands. "No," Drogo said. He pulled her hands away from her breasts, gently but firmly, then lifted her face again to make her look at him. "No," he repeated.
A Game of Thrones, Daenerys II
GRRM has spoken about the inclusion of nudity in the books and hence it extends to the show to a certain extent. In short he includes it because history has it and not to include it would be hiding the truth and not telling the full story. Here is one such interview focused on sexual violence but his answer mainly extends to nudity as a whole.
Q. Why have you included incidents of rape or sexual violence in your “Song of Ice and Fire” novels? What larger themes are you trying to bring out with these scenes?
A. An artist has an obligation to tell the truth. My novels are epic fantasy, but they are inspired by and grounded in history. Rape and sexual violence have been a part of every war ever fought, from the ancient Sumerians to our present day. To omit them from a narrative centered on war and power would have been fundamentally false and dishonest, and would have undermined one of the themes of the books: that the true horrors of human history derive not from orcs and Dark Lords, but from ourselves. We are the monsters. (And the heroes too). Each of us has within himself the capacity for great good, and great evil.