Definitely Tyrion Lannister. He's intelligent and uses his wits to survive in a world that often looks down on him because of his appearance. Cersei Lannister is also important. She's a powerful and ruthless woman who will do anything to hold onto power. And of course, Ned Stark. His sense of honor at the start sets the tone for a lot of the early story and his death is a major turning point.
There are several important characters in the 'the real game of thrones story'. Arya Stark is one of them. She starts as a young girl but through her experiences becomes a skilled assassin. Her journey of self - discovery and revenge is a central part of the story. Jaime Lannister is another important figure. He starts as a rather despised character, known as the 'Kingslayer', but as the story progresses, we see his complex personality unfold. He has a love - hate relationship with his sister Cersei and his own sense of honor, which is different from Ned Stark's more traditional one.
Jon Snow is very important. He has a complex backstory being a bastard but rises to great influence. Daenerys Targaryen too, with her dragons she is a force to be reckoned with.