I am thinking of trying to read the books when the series finally ends, can't start now with the series 3 seasons in lol, my son tried the first book but thought it was all over the place with it's story line and characters, yeah i expect the series to be a little different to the books, same as movies and books, as you mentioned with Caytlen Stark, in the first 2 series it hinted that something went on with her and Little Finger in the past but that storyline disappeared completely in series 3, maybe will be back in series 4 as little Finger also disappeared halfway through series 3 to take up his new position, i am guessing he will be heavily involved in the future.