3. Arya and the Brotherhood Without Banners
Many praised Arya's storyline in the season 2 and though they changed it quite a bit, she still ended up in the same place; she's traveling with Gendry and Hot Pie in search of her mother. Arya by far gets the most mileage in her adventures and the third book is no different. She meets a strange group of people along the way called The Brotherhood Without Banners led by Beric Dondarrion who was briefly mentioned in season 1. This group proves to be extremely important in the overall story so viewers should take note of their introduction.
2. Sansa
She denied Sandor Clegane when he offered to help her escape and she denied Littlefinger when he asked if she wanted to go home, so why should viewers be excited for Sansa? It's because in the third book, her story truly takes flight. After all, she's a highborn girl who is being held captive by the very people who killed her father and branded her family a traitor. She was kept alive because of her previous betrothal to Joffrey, but now that she's been released from that duty, what next? From a book reader's perspective, Sansa is the one to watch. Not because of anything she does in particular, but because of what happens around her as a POV character who is in the middle of a violent storm. Viewers will be shocked.