You've got to remember that at the start of the books Dany is only like 13 or 14, whereas in the show she's portrayed much older. So, in the books she can come off as a whiny and flighty teenager at times while in the show she is quite a bit older and is generally portrayed as a strong young woman type, cherry-picking her best attributes from the books to make her more appealing. She was still kind of whiny and melodramatic in season 2 with the whole "where are my dragons" thing, but it wasn't so bad. I like Stannis a lot. This isn't a spoiler, really, but I'm glad we'll be seeing more of him in the future(maybe starting in the finale?). And his right-hand man Davos. I love me some Davos.