One of my few criticisms of the show is that it is guilty of over-exposition at times. I've found some scenes a bit repetitive too, and they're not being very even-handed about it, either. Some stuff which I think is pretty important they seem to be skating over and other stuff they're reminding us off again and again and again just in case we missed it, even if it's not actually going to become relevant until next series or the one after (assuming they're doing a series a book which seems to be the case right now). But having read the books it's quite difficult for me to judge how much info someone who hasn't would need to keep track of everything, so I might be being unfair.
As for Jon Snow there's not a lot I can really say without getting into spoilers and speculation, so I'll just say I think the mystery of his parentage is something that's worth establishing