In case you have just woken from a long nap, Game Of Thrones is the HBO television version of George R. R. Martin's Song Of Ice and Fire series of fantasy novels. The first book in the series was A Game of Thrones, hence the TV show title.
While the stories of the hugely popular TV and book versions vary somewhat, the universe of places and characters is consistent - and vast; almost biblical, in fact. It's daunting but fascinating to realize the number of resources out there that flesh out the world.
There are other tales by the author set in the same lands but at different times, for instance. If you are at all curious, CNET has a nice list of all the various resources that celebrate the people and lands of Westeros and beyond.