Episode 2, Game of Thrones:
After being pushed off of the broken tower, Bran lies in a coma-like state being comforted by his mother, who has never left his side. Jon Snow, after talking to his Uncle Benjen, who is a member of the NIght’s Watch, allows Jon to become a member of the Night’s Watch. The Night’s Watch is the name of the group of people who watch the Northern wall of Westeros and guard it from any attacks.
Two separate parties depart from Winterfell: Benjen Stark, accompanied by Jon Snow and Tyrion Lannister, and the party heading for King’s Landing, the capitol of Westeros. The party that is destined for the capitol is King Robert and his family, accompanied by Ned Stark, and his daughters, one of which betrothed to a prince.
After the departure of the parties, Catelyn, who is succumbed by anger, finds a blonde hair in the broken tower where Bran was found at the bottom of, thinking that there was foul play involved. Catelyn decides it is necessary to follow Ned to King’s Landing and warm him of her accusations.
Ned, Sansa, and Arya arrive in King’s Landing. Having no time to waste, Ned is summoned to his first small council meeting where we’re introduced to the small council. Lord Petyr Baelish, Grand Maester Pycelle, Lord Renly Baratheon (brother to the king), and Varys, a eunuch, whose specialty is whispers. Ned soon finds out about the massive debt the crown holds, about half of which is due to Tywin Lannister.
Back in Winterfell, Bran awakes with no recollection of his incident. Unfortunately, the injuries Bran has sustained will leave him immobile and without the use of his legs for the remainder of his life.
Catelyn arrives to Winterfell and is met by Lord Baelish’s men and is secretly met up with Ned, where she delivers her news. Ned, who is extremely frustrated, vows to find out who is behind the horrors done to his son.
Castle Black, the stronghold at the northern most part of Westeros. Jon arrives and is eager to show his potential to the commander of the night’s watch. After sparring with a few soldiers, Jon remains unbeaten in order to impress the trainer. In the later evenings, Benjen meets up with Jon at the top of the wall of Castle Black and relays that Benjen will be going on a ranging North of the wall.
In Esos, you see Daenerys is in command of her husband’s Khalasar, and she learns she is carrying his child.