Oh, I feel so sorry for you if you read this and acutally read the Song of Ice and Fire books but....You have been warned.
What follows is a list of spoilers from the above series.
Ned almost escapes execution, but then Joffrey orders him dead anyway just for fun. He is executed.
Joff is later poisoned.
Tyrion shoots Tywin, his father, in the balls with a crossbow, killing him.
Catelyn and Rob are both murdered in a huge betrayal/massacre, and Rob's head is cut off and sown to his wolf's body. His wolf is also killed, in case that wasn't clear. Catelyn is brought back to life however, becomes a wrathful zombie, and starts ruthlessly murdering Freys.
Drogo is killed by a witch practicing black magic.
Robert Baratheon is killed.
It is heavily implied that Dany's favorite dragon, the black one, is killed, too. Also, Danny manages to hatch 4 dragon eggs.
The Hound is killed in a bar fight. With some really tough people.
The Mountain is not dead YET, but he is dying. I think, maybe IS dead. Not sure.
Cateyn's crazy sister, the one living in the Eerie...Yeah, Littlefinger drops her off a cliff after she tries to kill Sansa. Also, Littlefinger wants to bang Sansa, which is gross because he's about 20 years older then her.
Stannis Baratheon is killed through magic.
Brienne is killed (or at least it's very heavily implied that she is) by Catelyn, who suspects her of harboring Lannister loyalties.
After becoming Queen for a relatively short time, Cercei is de-throned in a coup. She is trapped in a dungeon, and Jaime is her only hope. Fortunately, Jaime is slowly becoming less evil and has decided to abandon her.
Bran traveled beyond the Wall, through a magic talking door, and almost got eaten by zombies. The last time we saw him, he had been saved by a dude riding an elk who can control birds somehow. My friends and I all think this man is Benjen Stark.
Winterfell is burned to the ground.
There's a good chance Davos is dead, but there's also a good chance he's still alive. 50/50.
Arya travels across the sea, joins a cult, and becomes an assassin. Also, the training process caused her to be blind. Maybe not permanently, it's hard to say. Her last chapter ended with the sentence "When she woke up, she was blind", or something to that effect, which is literally all the info I have on that.
Fans of the series who already knew all that: Sorry if some of the terminology is off. A lot of the stuff involving magic is kind of ambiguous. Please don't quote me to nitpick. Or complain because I spoiled it for you. You were warned.