9. Ygritte's Death
This was such a big but simple change, showing the benefit of forcing certain characters to get more involved.
In the book, during the battle of Castle Black, Jon (due to an injury) is forced to pick off the wildling folk from afar with a bow and arrow. After the battle he finds Ygritte, dying, and they're able to say their goodbyes.
In the show, Jon Snow is actually in the thick of the battle and forced to fight on the opposite side to his first true love.
Due to his lying and subterfuge she feels betrayed so when the two come face to face, Ygritte having the upper hand, there’s emotional conflict and struggle raging inside her.
She is unable to decide whether to kill him and her hesitation is her downfall, as she's shot by an arrow and Jon is forced to watch her die in his arms.
Even though it ends the same way, the show's version is far more powerful.