Filming of Game of Thrones got underway this morning at Doune Castle in Scotland, which is being used for the exterior and some interior scenes in Winterfell. Several of the actors, including Peter Dinklage as Tyrion Lannister, were apprently filming today and at least one of the wolf pups - a white-haired one, almost certainly Ghost, Jon Snow's direwolf - was around as well, suggesting the first scenes being shot will include the Tyrion/Jon Snow/Ghost scene in the courtyard. It sounds like establishing shots may have also been shot earlier in the week, whilst Sean Bean and other castmembers are not expected until later in the week, possibly for the scenes where the king's party arrives at Winterfell and maybe the grand feast as well.
Filming will also be carried out at the Paint Hall studios in Belfast in around a week and a half's time, and will move on to studios and locations in Morocco for the Daenerys scenes later in the month. Filming is expected to take place for another four to five weeks or so.
It may have felt like a long road to get here, but actually it was only two years ago that HBO optioned the series. It is much more normal for a potential TV or movie series to stay in development hell for a much longer period of time or have far more hiccups on its way to production. The Wheel of Time series, for example, seems to be on its second option in eight years and this one doesn't look like progressing very far in the near future either. A Game of Thrones, on the other hand, seems to have had an easier time of it. Of course, so far only the pilot remains in production. We likely won't know if HBO is ordering a full season for another 2-4 months or so, but even if the project does not proceed any further, watching the process of a book getting on screen in unusually close detail has nevertheless been fascinating.
Good luck to everyone involved in the project. I'll be in Belfast on 3 November for GRRM's book signing and, will report back with any choice information or photos I pick up ;-)