I burned through the show last year and and currently about half way through the book series.

I've never consumed a story in different forms so close together before in my life. Its been a bit of a shock realizing how different a story can be (or has to be) told when you don't get to "hear" the internal dialog of the characters. So much of the plot of the show didn't make sense to me and was instantly cleared up when reading the same spot in the books and I get to hear the thoughts going on in somebody's head.