The rest of the episode is chocked full of exposition, though it ticks by with ease. We're brought up to speed on Dany Targaryen, who's turning to dust along with her people in the desert of the Red Waste.
Her fallen husband, Drogo, left behind only one token of his love before his demise: a white mare, which drops dead in the heat. Dany orders a few of her men to ride out and the find the perimeters of the Red Waste so she can offer her people some glimmer of hope. Meanwhile, her freshly hatched dragon friends are alive as ever, and a pink comet in the sky is an omen to all of Westeros of their arrival.
We check back in with the Starks, including Bran, now Lord of Winterfell. Bran's having visions from the POV of his direwolf, Summer, something hinted at last season. Robb Stark still has Jamie Lannister imprisoned in his camp, and sends word to King's Landing that he wants Joffrey to give up the throne as retribution for slaying his father. If not, he promises to lead his men of the North in a war against the Lannister armies.
Beyond the Wall, Jon Snow and his Nights Watch friends (including the lovably plump Sam) meet a band of nasty incest Wildlings, including Lord Something or Other, who marries his daughters and kills his sons. "You're prettier than half my daughters," the old fogey tells Jon (it's true - Kit Harington is a pretty guy, no matter how bearded or dirty he gets), then tells him to keep away from them if he knows what's good for him (I'm guessing he doesn't).
We also meet a few newbies, including the oft-discussed Stannis Baratheon (Stephen Dillane), brother of dead King Robert and seemingly rightful heir to the throne given Joffrey's illegitimacy (always nice to be reminded that Joffrey is a product of his parent's incest - how fitting). Stannis is encouraged by Melisandre, a red-haired sorceress who tells stories of a king who draws his sword from fire (guess what Stannis can do?).
After the nasty baby killing sequence, we flash to Robert's only surviving bastard, Gendry, who's traveling north with Arya. The two of them promise to be the most sought-after characters of the season, given that Gendry has the protection of his friends and Arya is disguised as a boy.
I've read the first book in Martin's series, but not the second, so the rest of this season will no doubt be a surprising, occasionally riveting pulse-beater like the first. And for once, I think I prefer knowing as little as possible.