I'm pretty pumped myself. I just read the first book (I've seen the whole series on TV up to this point). I have to give HBO some credit on the whole Jon Snow is dead masquerade. But another big lie of the series is that it kills of main characters; they simply just killed off some characters that people thought were main characters.
But truth be told, in the books Martin doesn't really even try to hide it that much. Granted, I have an MA in English, teacher literature for a living, and was reading the books with the hindsight of 20/20, but a number of apparent surprises are heavily foreshadowed. Martin consistently hints in the book that Ned Stark is way too uncompromosing of a figure to ever survive in King's Landing. Rob is never really seen as that much of a main character (making the Red Wedding not all that shocking). And it's pretty clear even in the first book that the three most important characters are Jon, Dany, and Tyrion. He even pretty heavily foreshadows that Jon is really the son of Lyanna and Rhaegar.