I heard Martin expressed regrets HBO couldn't push the early seasons to 13 episodes to give the characters more time to breathe and have things like the opening linking scene from Clash of Kings (where Cressen, Melisandre, Davos and Stannis all get a long introduction). Good work establishing Stannis's character in like five lines in episode one though.
EDIT: Also it's the Night's Watch guys. They watch out for scary shit that goes bump in the night.