I love the show, too. I was hooked from the first episode. I wish that all the exposition in episode 4 has been sprinkled throughout the first three so it didn't feel like such an info-dump, though.
I haven't read any of the books, though I think after this season is finished I'm going to read the first one. I kind of want to watch the entire show fresh, without knowing what's going to happen, so I'm going to try to hold off on reading each book until it's been adapted on screen.