There's many scenes that are really great and several characters that are honestly better on the show than in the books even because they are more three-dimensional while still being believable when doing the things they do in the books, especially the Lannisters.

You could also watch House of the Dragon which is also really good (at least the first season, still have to get to the second season myself). And also made some notable changes that make it better than the book, though in this case 'the book' is not a Song of Ice and Fire novel, but merely Martin's 'history' of the preceding centuries in Westeros, so they were always going to have to change more than in an adaptation of a novel.