As you progress through the game, you gain the ability to fight other players and join systems of alliances. You have resources, buildings to build and troops to recruit and enemies to kill. There is very little difference ultimately between this game and Tribal Wars, or Travian, or any other game type of the same genre. The gameplay of Game of Thrones: Conquest is very similar to other game of this same type, a genre without any significant name other than a real-time strategy massive multiplayer. Obviously a pretty pithy attempt at setting up the game to give you control of a little town to start fighting.
Then, a whole host of characters from the show appear and start giving you wisdom. On game start Daenerys has you fight some white walkers, and then gives you a castle.