Just that all the actors cast in those roles have a darker hair colouring than the very blond Lannisters (admittedly Nikolaj Coster-Waldau is somewhat blond, but I have seen him with his hair dyed darker). Personally it wouldn't bother me at all if they did this but some people may be against this.

The main thing about this piece of casting is that I can easily see Lena Headey and Nikolaj Coster-Waldau as twins.