But first you need to clarify. Are we talking books or TV show?
Of the characters that appeared in the TV series (being a reader, I'm thinking of the characters as they appear in my mind, rather than the actors), I'd be interested in Hound, Jorah, Stannis. And I'm some random girl they pick up on the way...
I've never role played GOT but i am obsessed with the show. My favorite characters are Khaleesi & Jon Snow although i don't think they should hook up haha.