One of the most unique aspects of the fantasy genre is world building, especially when the arc of a story spans many characters and continents; the space-time of the narrative universe has a gravitational effect on the journey of our characters.
Game of Thrones is no different in this department. Among the sights the characters (and the audience) have already seen include the Wall, the Pyramids of Meereen, the dragon-fire ruins of Harrenhal, and the simple majesty of the Eyrie.
Most early episodes of any Thrones season focuses on acquainting us with new locations and characters, and that was delivered in spades this week.