Definitely agree with the Drogo/Danaerys thing, although I think it might just be a cheap scripting trick to create shock and awe. I'm going to go out on a limb and bet that they come back to that scene and she does say yes. If they don't, then I'll be disappointed because as others have said, it's so integral to Drogo's character and Danaery's embrace of his culture.
By the way, is anyone surprised at the pronunciation of character names? So far, I'm 100% spot on; the way they've pronounced it on screen is how I imagined them as reading them
Lastly, Arya is perfect. As my favourite character in the books, I was a bit nervous about how she'd be portrayed, given that she's going to be portrayed by a real-life ten year old girl and the character is so atypical and strong that I wasn't sure any young actress would be able to accomplish it. Kudos to the little girl in the role, she not only seems to be an excellent young actress but from preview character study videos, she seems quite intelligent and to have a good understanding of the character.
Rob was unimpressive; he may as well have not been there he made such little impact on screen. The same can be said of Theon. The Jon Snow actor was excellent; I got a real sense of turmoil, frustration and yet quiet honour about him. I still think Mark Addy was a poor choice for the role. They've obviously used camera tricks to make him look bigger and taller and yet he still doesn't look remotely how I pictured Robert to look. The Catelyn actress swayed me with her acting; I don't think she was a perfect choice of actress for the role, but the actress herself I feel is quite good and carries the role well.
Other than that, I think the wolves were a little bit underplayed. I'm hoping they feature more prominently as the series progresses because I really didn't get a sense of their importance in that first episode.