Westeros would have looked very different at this time (it's loooong before dragons and Targaryens and Iron Thrones), but it's likely that there would have been (Bran!) Starks, Children of the Forest, and White Walkers in the show.
Bloodmoon made it to pilot — in other words, the first episode was created and shown to HBO. George R.R. Martin was on board as executive producer, while Jane Goldman was showrunner. The cast included Naomi Watts, Josh Whitehouse, Georgie Henley, Toby Regbo, Naomi Ackie, Jamie Campbell Bower, Sheila Atim, Ivanno Jeremiah, Denise Gough, and Alex Sharp.
However, HBO has decided not to go further with the project, and it's been canceled. Instead, it seems to be focusing its energies on another Game of Thrones prequel: House of the Dragon.