Khaleesi (dumb I know), Ser Jorah Mormont (honestly one of the best characters in the show imo), I don't remember the merc, Rickon Bran and the youngest doesn't really matter from what I remember. And the Night's Watch doesn't matter except for Sam and Jon.

Damn, I only watched up to season 6 myself and it's been a few years since I last watched any of it.

Fallout has way, way fewer main characters than GoT did even at the very beginning. We follow three main characters in the wasteland: Lucy, Maximus, The Ghoul. Then there's her brother Norm and the rest of Vaults 31-33, Ghoul's wife Janie in the flashbacks, and Thaddeus who's Max's friend.