Ned Stark was the lead character in the show back in season 1. Sean Bean was the most recognisable name on the cast list, and he served as the moral compass and primary protagonist as fans explored this strange new world. When hes charged with treason hes given the choice of execution, or confessing his crimes and being allowed to take the black. While it initially seems as though hell choose the latter (being the honourable Eddard Stark and what have you), the sight of Arya and Sansa as hes about to lose his head convinces him to change his mind, and he professes his loyalty to King Joffrey. To the shock of everyone watching, both within the show and the audience outside it, Joffrey goes back on his word, and Ilyn Payne uses Neds own sword to chop of his head. It was the moment that really established just what the show was and how far itd go, setting the tone for everything else that has since followed, and embedding in viewers the fact that absolutely no one is safe.