I haven't watched/read GoT, and I played the game. Can someone catch me up on a few things?
Hello! 
After playing TWD, I became a huge Telltale fan. I was able to understand everything in TWAU, TFTBL, and I mostly understood GoT, but there were a few things that confused me.
First off, can someone explain the world, houses, and their relationships? Also, why Cersei was so angry?
Thanks so much!
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World: The Known World is currently made up of Westeros and Essos. http://www.sermountaingoat.co.uk/map/versions/speculative_map.jpg
The western continent that looks like its shaped like Great Britain is Westeros. That's where most of the characters are. The larger continent to the east is Essos. Most likely we'll be seeing scenes with Asher Forrester there since that's where he's been exiled to.
Houses: There are probably hundreds of Houses in Westeros. But there are only about a dozen major Houses. But you only need to know a few of them.
House Stark: The Forresters are loyal bannerman to them. They are located in the North. Winterfell is their home.
House Lannister: They hold the Iron Throne. Cersei's Lannister's son, Joffrey Baratheon, is King of Westeros. She was married to Robert Baratheon who became King but died. The Lannisters are currently at war with the Starks (before the start of the game) and Joffrey's claim to the throne is contested by others. The Starks however only want a Kingdom in the North in exchange for ending the War.The Lannisters are located in the Crownlands (in the southern region). Casterly Rock is the home of the Lannisters however the main Lannisters live in the Kingdom's capital, King's Landing.
House Baratheon: This house is currently led by Stannis Baratheon, younger brother of the former deceased King Robert. He is another who claims to be the rightful King. His nephew, Joffrey, was revealed to actualy not be his nephew and is the result of incest between Cersei and her twin-brother, Jaime Lannister. So he leads his own war to dethrone Joffrey and reuinite the Seven Kingdoms from chaos. However, he abandoned the Faith of the Seven (religion of most of Westeros) and now worships R'hllor (aka The Lord of Light), the deity of a monotheistic religion from Essos. The reason for this is due to great influence from his closest advisor, Melisandre, herself of Essos origin.
House Targaryen: More than a decade before the War of the Five Kings (the name of the currently ongoing war in Westeros), there was another War called Robert's Rebellion. The Baratheons were not the Royal House of Westeros. House Targaryen were the Royal House for hundreds of years until they were destroyed during Robert's Rebellion. Practically, every member of House Targaryen is dead apart from one girl, Danaerys Targaryen. She is the only known living heir and is living in exile in Essos. She plans to one day march with an army back into Westeros and reclaim the Iron Throne. At the moment, she is currently "liberating" slave city-states and has settled in Mereen, declaring herself Queen. Danaerys also has three dragons as well as a natural resistance to fire and scorching heat. She is known as Mother of Dragons and Mhysa.
House Tyrell: House Tyrell are located in the Reach (in south-western region). They are currently allied with the Lannisters but before, they were allied with Renly Baratheon, younger brother of Robert and Stannis. When Stannis assassinates Renly (since Renly wanted to be King), the Tyrells ally with the Lannisters and the daughter of Lord Mace Tyrell, Margaery Tyrelly, is then betrothed to Joffrey Baratheon. The Tyrells are playing the "game of thrones" with the Lannisters in order to gain more power and influence over the throne. Queen-Regent Cersei Lannister absolutely despises Margaery Tyrell because she's younger, more beautiful and also because she's charming and intelligent enough to influence her son, King Joffrey.
House Greyjoy: The Greyjoys are located in the Iron Islands and have a different culture and religion to Westeros. They worship the Drowned God and the culture in the Iron Islands is pretty much kill, rape, conquer what you can. The Greyjoys took part in the War and did not ally with anyone. Lord Balon Greyjoy declared himself King of the Iron Islands and is currently trying to conquer as much territory in the North as much as possible. Balon Greyjoy's son, Theon Greyjoy, was a ward of the Starks but grew up to be like a brother to Robb Stark. Theon betrays Robb during the course of the War but gets captured by Ramsay Snow and makes Theon his plaything.
House Martell: The Martells are located in Dorne (south-eastern region). They are darker-skinned and have a relatively different culture to the rest of Westeros. Although they don't appear in Season 3 of the tv show, they begin to have an appearance by Season 4 and will be more heavily in the story in Season 5. The heads of the House refer to themselves as "Princes" and "Princesses" even though they are not the Royal House The Martells are the only major great house that did not take part in the War of the Five Kings. This is because they were loyal to the Targaryens and fought for them during Robert's Rebellion. The King at the time, Aerys II Targaryen, had a son, Prince Rhaegar Targaryen who had married Elia Martell, sister of Prince Doran Martell (the head) and Prince Oberyn Martell. Elia Martell was raped and murdered during Robert's Rebellion and her children killed too. Since then, the Martells have kept to themselves vowing for revenge and the right moment.
Those were the most major great houses. There are other great houses. I will list the ones that are likely to be important for this game:
House Bolton: They are bannermen of the Starks. However, Lord Roose Bolton, seeing how the War his liegelord is waging appears to be losing, conspired with the Lannisters and House Frey to betray the Starks in exchange for taking the Starks place as Warden of the North. During the Red Wedding, King Robb Stark, his mother Catelyn Stark and other significant lords loyal to the Starks are massacred at a Wedding. Not only are the lords murdered, but the soldiers brought along were made drunk enough to not fight back and were massacred outside the Twins castle.This event completely changes the course of the War and effectively ended it. Roose Bolton emerges as Warden of the North pledging loyalty to the Crown. Roose Bolton has a bastard son called Ramsay Snow. Ramsay is extremely sadistic, brutal and somewhat insane - but he is also cunning.
House Tully: Robb Stark's mother, Catelyn Stark was a Tully before she married her husband, Eddard "Ned" Stark. The Tullys are loyal allies of the Starks as well as the liegelords of the Freys. After the Red Wedding, the head of the house, Edmure Tully (brother of Catelyn Stark) is captured and held hostage by their bannermen, the Freys. The Freys basically replace the Tullys in status and position after conspiring with the Boltons and Lannisters to overthrow and destroy the Starks.
House Frey: Bannermen to the Tullys until their betrayal. Now they have a strong alliance with the Boltons in helping Roose Bolton consolidate his grip on the North. A lot of Northern houses were loyal to the Starks and so the Freys are instrumental in helping the Boltons prevent any revolts.
Relationships: Well, let's do it by house.
The Starks are dead and none of them remain (except Bran, Rickon, Arya and Sansa who likely won't appear in this game). There is however, Jon Snow. He is the bastard son of the deceased Lord Eddard Stark. Jon Snow went to join the Night's Watch at the Wall. The Wall is a place at the far North of the country. It is a gigantic and long icy wall that keeps out barbarians (called Wildlings) but also mystical creatures called White Walkers.
The Lannisters (by the end of Season 3) are head by Lord Tywin Lannister. He is an extremely intelligent, shrewd and ruthless man. His ambition is to secure the legacy of his House in history. His children include the twins, Cersei Lannister and Jaime Lannister, and younger brother Tyrion Lannister. The twins are in an incestuous relationship. Cersei is a bitch. She has no likeable features and will screw over anyone to obtain her goal. She lives in the shadow of her father whom she admires and hates. She wants to be like him while securing the throne of her son, King Joffrey. Jaime Lannister appears at first as an arrogant sarcastic cynic who cares about nothing but personal glory and banging his sister. But over time you realise he is actually a very good person at heart and cares about innocent people. He changes throughout Season 1 - Season 3 as a redeemable character. He has a very good relationship with his brother, Tyrion. Tyrion Lannister was born a dwarf and thus shunned by most of society and his own father. His father wishes he was never born and his older sister, Cersei absolutely hates his guts because she believes he is an evil whoring monster out to undermine Joffrey. Tyrion is similar to his older brother, Jaime in that he also cares about the weak and has a sense of justice. Tyrion also shares the same sense of wit that his brother, Jaime has.
Stannis Baratheon is a cold man but has a iron sense of justice. He has an unlikable personality but can be reasonable and pragmatic. He is quite influenced by his foreign but closest adviser, Melisandre. She is a Red Priestess actively trying to spread her religion of the Lord of Light. However, she wields some sort of magic (apparently enabled by her God) allowing her to conjure supernatural feats. Stannis' hand, Ser Davos Seaworth is a loyal, honest and honorable man. His extreme loyalty to Stannis is only topped by his great sense of justice and morality. But he absolutely mistrusts Melisandre and tries to get Stannis to stop listening to her.
Daenarys Targaryen ls on the other side of the world. She has almost no relations to the current events in Westeros. She has two trusted advisors, Ser Jorah Mormont, and Ser Barriston Selmy. She leads an army of highly trained and disciplined eunuchs called the Unsullied, as well as various mercenary groups like the Second Sons. As said before, she also owns the only 3 living dragons in the world.
Margaery Tyrell is the prodigy of the mother of the head of House Tyrell, Olenna Tyrell (aka The Queen of Thorns). Margaery has been groomed and trained to make the plays in court politics in order to gain influence and power in the capital for her family. She is betrothed to King Joffrey. Joffrey, being the spawn of incest, was born half-mad and has a thirst for sadism and attention. However, Margaery is able to charm Joffrey and influence him - something Joffrey's mother, Queen-Regent Cersei has been unable to do.
Theon Greyjoy, son of self-declared King Balon Greyjoy, was captured by Ramsay Snow and tortured so badly that he became Ramsay's slave and plaything. Theon was renamed "Reek" by Ramsay and is suffering from both physical and psychological trauma. Theon grew up with Robb Stark like a brother. But due to conflicting family loyalties he betrayed him during the War of the Five Kings.
Lord Roose Bolton is made Warden of the North after the fall of the Starks. He has a bastard son called Ramsay Snow. Ramsay Snow is a psychopath who enjoys tormenting and torturing others. However, Ramsay yearns the affection and recognition of his father and will do what he can to achieve this.
Cersei is so angry because she's fanatically protective of her psychotic hothead of a son and Margaery's intended husband.
Mostly because everyone hates him.
The future bride of her son being the daughter of known traitors he just had massacred makes her a threat.
Heres a summary of the world if you want Summary
Well done with the answer, you have your answer there.
And BTW Cerecei is always angry.
That last part is incorrect. Margaery is not the daughter of a known traitor. I think you're getting confused with Sansa Stark who used to be betrothed to Joffrey until the Tyrell-Lannister alliance began.
Nice one, I don't think I'll be able to ever match yours lol