Game of Thrones: The Roleplaying Game puts players in control of two original characters, Mors Westfold and Alester Sarwyck. They do not appear in the novels, although GRRM has indicated to the studio that he might choose to make mentions of them, their families, or details from the game's story in later novels. The game does now have an open world like Skyrim or the old Baldur's Gate game. Instead the story is divided into point of view-based "chapters", with cliffhangers and twists ending each chapter, much like in the novels where one chapter from the perspective of one character is followed by a chapter from a completely different character. Both of them have special abiltiies and three fighting modes. Mors is a skinchanger and can slip into his dog to find secret paths or to listen in on conversations, and he can even follow a character's tracks through scent. Alester is a red priest who can set fire on his sword using wildfire, he can look into the flames to find secrets, at higher levels, can use certain fire-based magic.
The characters are fixed in terms of background and appearances, but you can customize them greatly in terms of their abilities. First, you can choose different fighting styles. Mors can be set as a "Ragnar" (allowing dual-wielding), Hedge Knight (one two-handed weapon) or Landed Knight (a weapon in the hand, a shield on the other). Alester, on the other hand, can be set up as a Water Dancer (light and agile, with a slender blade), a Sellsword (daggers and poisons), or Ranger (Bow and arrows).