You have to learn to accept that George R.R. Martin kills all his characters. At first I hated it. But then I tried to acknowledge that 1.) Everyone dies. and 2.) It's a war in Medieval-ish times, which means a lot of people die. To enjoy the books, you really mush enjoy the characters on every page because they very well could be gone in just a few chapters. So enjoy them while you have them.
I was more sad about other deaths upcoming. And while it does seem the Stark's get shat on lot in GOT, it's setting up some more cool elements.