The whole point of GoT is that it isn't a fairy tale with a clear protagonist and a "good triumphs over evil" happy ending. It's a story where the people who believe that good always triumphs end up dead at the hands of people who don't waste their time believing in such simplistic bullshit.
It could still have been done without killing Ned Stark so quickly.
Sean Bean was the heart and soul of the show IMO. He really brought the Irish into the role.