It was basically the first of HBO's narratively complex, multi-season, ensemble cast, adult shows. Its success paved the way for shows like The Wire, Boardwalk Empire, and Game of Thrones which were all massively influential in their own right.
I feel like most fantasy shows now are trying to capture the GOT audience. Everything from "wheel of time", "witcher", "shadow and bone" even "rings of power", etc I don't think we would have gotten a lot of those if it was not for companies trying to cater to a similar audience but they also all miss the mark imo