Directed by: Tim Van Patten
Written by: David Benioff & D. B. Weiss
After a notoriously disastrous first attempt at a pilot that was so bad it will apparently never see the light of day, Benioff & Weiss went back to the drawing board, recast some roles, and produced "Winter is Coming". It earns its place in the top 20 episodes because, like "The Queen's Justice", it does a lot of heavy lifting — here introducing the world and the vast array of characters. It might be a little overwhelming when you first watch it (anyone else initially think Theon was one of the Starks for a few episodes?), but the character work done here has long-reaching consequences.
Most importantly, perhaps, is the fact that this is the only episode where we see all the Starks together in one place, and at home. In just a few scenes, we as an audience have to become attached enough to them and their bond to root for them and want them to be reunited over the course of the next eight seasons. The episode lays the foundation for Ned as the ultimate honorable hero, readying us to be devastated and shocked over his death later in the season. We also see very early hints for one of the biggest plot twists of the entire show (aka R+L=J), an introduction to the White Walkers, oh, and of course the future king of Westeros gets PUSHED OUT OF A WINDOW. No doubt about it "Winter is Coming" readied us for what was to come, even if we didn't fully realize it at the time.