I share this thought to an extent, though sometimes I think how poorly GoT ended after they ran out of source material clouds my judgement. I've been meaning to go back and re-watch the first few seasons but just haven't found the time.
Just off the top of my head for season 1. I was a book reader so I’m going off my friend’s impressions at the time.
The first episode ends with a child being pushed out a window because he caught siblings canoodling. That blew people’s minds, some weren’t even sure they could keep watching because it was so shocking and disturbing.
Then when Ned gets killed there was a “the main character hero can’t be killed” that also shocked everyone.
Red Wedding also blew people away but they were a little inoculated to craziness by this point.
I think the Ned moment in particular, for that time in TV, is probably something HOTD hasn’t topped. I think HOTD is arguably a better show, the important character list is smaller which helps the interactions matter more.
GOT in their moments blew people’s mind, I don’t think HOTD has quite done that. HOTD is still extremely good but GOT was lightning in a bottle at times.