Well, slaughtering them left and right is a bit of an exaggeration, but it's true that main characters die. Mike mentioned "court intrigue and wars," and people tend to die in wars, after all. It *can* take a little getting used to, being unsure about how attached you should let yourself get to a character, but if that isn't something that is too off-putting, then ASOIAF is a great series (so far).
It is different from the run-of-the-mill fantasy in another way, also. The fantasy "magic" elements are subtler than you usually find-- there are no unicorns, no wizards handing out magic potions, or enchanted swords.