The books and series are quite different. There are so many details about the history of Westeros and so many different plot lines in the books that it was impossible to add all of them to the series. They removed a large chunk of the Westerosi trivia and regularly shifted with the plot lines by editing them, moving them to another character or removed them completely.
I also first watched the first two-three seasons and then read all the current released books and I can tell you that they're two different experiences. In each chapter you view the story from a specific person's point of view, including his thoughts. In the series there's each scene a major character, but you mostly don't have that one person perspective. Instead you've got the interaction between several major characters. This difference has a large impact on you perspective on both the story as the characters.
If you want some of the most recent examples: Doran Martell, Rouse Bolton and Sansa.
Some of the Sand Serpents were indeed annoyed by Doran's supposed passiveness and one of them tried a coup, but failed miserably. Doran then explained to appease her his attempts to get the Targaryen dynasty back on the Iron Throne, attempts that where so secret absolutely no one found out about them.
Rouse Bolton was shown to be extremely devious and being fully aware of Ramsey's character. He made sure that everyone surrounding Ramsey was in fact loyal to him, so in reality Ramsey didn't had that much power.
The things Sansa went through this and the last season are in fact a combination of what happened to two different characters. The one who was forced to marry Ramsey and got raped by him, was a girl named Jeyne Poole. A friend of Sansa and the daughter of one of Eddard's men, who got captured in King's Landing. After that they made her impersonate Arya Stark to give the Boltons a legit claim on Winterfell. She then eventually fled with Theon. It seems that in the next episode Sansa will reach Castle Black, but in the books there's another girl who fled towards it: the daughter of Karstark (the one Robb executed) because one of her family members was trying to take over the house by forcing her to marry him. He pursued her to the Wall where Jon put him in a prison. The Karstarks had officially joined Stannis's cause, but in reality were working for the Boltons and were planning to turn against him.
They condensed all of that into Sansa's plot line and the Karstark treachery into Ramsey's coup.
So yeah the books and TV series are two very different experiences.
