One element that helped to make deliver shocking moments. Starting with Ned Stark's execution in the first season of the show, Game of Thrones established itself as a series where no one was safe and anything could happen.
As the show went on, there were plenty of other shocking twists, from the Red Wedding to Daenerys's controversial final turn. However, the show left out some very notable twists that George R.R. Martin included in his book series and that definitely would have been great to see in the show.
The Citadel Conspiracy
The opening prologue of the fourth book, A Feast for Crows, follows a young apprentice named Prate at the Citadel in Oldtown. Prate is hired by a stranger to retrieve a key that accesses forbidden areas of the Citadel. But after Prate gives the stranger the key, he is killed.
Near the end of the book, Samwell Tarly arrives in Oldtown where he meets a young apprentice who calls himself Prate. This hints that the Faceless Men are plotting some nefarious scheme at the Citadel, which doesn't seem to have been featured in the show at all.
Arstan Whitebeard
In the second book, A Clash of Kings, Daenerys is ed in her journey by two warriors, Strong Belwas and his elderly squire Arstan Whitebeard. They become loyal followers of their new queen and Whitebeard is particularly helpful.
In the third book, A Storm of Swords, Whitebeard finally reveals himself to actually be Barristan Selmy, the legendary Westerosi knight who came to serve Daenerys. Selmy follows this same path in the book, but they obviously couldn't keep his identity hidden on the show.
Varys Returns
Just like in the show, Varys helps Tyrion escape King's Landing following the murder of Tywin. However, in the books, Varys doesn't accompany Tyrion on his journeys once they cross the Narrow Sea and instead disappears from the story.
However, in the epilogue of the fifth book, A Dance with Dragons, Varys makes a dramatic return. Following Cersei's imprisonment, Kevan Lannister takes charge in King's Landing. But when he returns to his chambers, he is shot by Varys with a crossbow who then orders his "little birds" to murder Kevan.
Mance Rayder Is Still Alive
Following his failed attack on Castle Black, Mance Rayder, the so-called King Beyond the Wall, is taken prisoner by Stannis Baratheon and sacrificed to the Lord of Light by being burned alive. This happens in both the show and the books.
However, it is later revealed that the man who was burned alive was no Mance Rayder, as Melisandre used magic to make another man look like Mance. This leaves the King Beyond the Wall alive and he is sent to infiltrate Winterfell while it's being held by the Boltons.
Prince Doran's Plan
Prince Doran is a pretty forgettable character in the show, as the leader of Dorne appears to be pretty ineffective. He appears in a few episodes before he is quickly killed off by Ellaria Sand, who steps in to become the new leader.
In A Feast for Crows, Dorne is similarly weak and seems eager to follow the Lannisters' commands, even after his brother Oberyn is killed at King's Landing. However, Doran later reveals this to be a ploy, as he is secretly forming a plan to Daenerys in her war against the Lannisters.
Ramsay Was Reek
Before Ramsay Snow is introduced in the books, Robb receives word that Roose Bolton's bastard son has been accused of heinous crimes and put to death. Meanwhile, in Winterfell, Theon Greyjoy has taken the castle and is helped by a Northern peasant named Reek who claims to have served Ramsay.
When Theon is surrounded by a Northern army, Reek volunteers to sneak out of the castle and go find help. He then returns with his own army and slaughters the Northern army and takes Winterfell for himself while revealing that he was Ramsay Snow the whole time.
Tyrion's Wife
In the first season of the show, Tyrion tells a story of falling in love with a woman and secretly marrying her. But when his father finds out, Tywin reveals the truth that the girl was a prostitute Jaime hired for his younger brother and Tywin proceeds to have all his guards rape her while Tyrion watches, and he is eventually forced to participate.
This story is in the books as well, but when Jaime helps Tyrion escape King's Landing, he reveals the actual truth. The woman was not a prostitute and she really did love Tyrion. This revelation is what drives Tyrion to kill Tywin.
Lord Manderly's Plan
Though he is barely featured in the show, Lord Wyman Manderly is something of a fan favorite among book readers. He is a Northern lord who Davos goes to treat with on behalf of Stannis, hoping he will his side. But when Davos arrives, he finds Manderly hosting the Freys and orders Davos to be executed.
However, Manderly secretly keeps Davos alive and tells him his plan. He is pretending to be loyal to the Freys and Boltons but really seeks revenge for the death of his son and Robb Stark at the Red Wedding. Manderly then begins picking off the Freys from within.
Young Griff
During Tyrion Lannister's travels in Essos, he finds himself journeying with a man, Griff, and his son, Young Griff. However, Tyrion soon realizes that these two are not who they claim to be.
He works it out that Griff is actually Jon Connington, a Westerosi lord who served King Aerys, while Young Griff is apparently Aegon Targaryen, the son of Rhaegar and Elia Martell who was thought to have been killed during the Sack of King's Landing. They plan to return to Westeros and make Aegon king.
Lady Stoneheart
Certainly, the most notorious thing that was left out of the show was the inclusion of Lady Stoneheart. Following the Red Wedding, the Brotherhood Without Banners comes across the corpse of Catelyn Stark.
Beric Dondarrion decides to give up his life for good this time in order to allow Catelyn to rise from the dead. However, she had been dead so long that she is now just a being hellbent on revenge, and she leads the remaining Brotherhood to track down and murder Freys or anyone else who betrayed her family that they can find.