Hodor is full CGI.
One of HBO's many tame (and heavily sedated) stock bears are used to create the character of Hodor. Using advanced green screen graphics and motion imaging, a bear is taught the exact movements, speech and complex Stanislavsky character development required in order to perform on Game of Thrones. Few people know that actor Kristian Nairn actually trains the bear portraying Hodor, thus making it as realistic and human as possible.
Jaime Lannister lost his hand to gout, not a sword.
During filming of season 3, Nikolaj Coster-Waldau was informed that he had obtained a rare form of hand-gout known as 'Thorntons Twackling'. Normally caused by constant contact with a ships Baum - a ripe and prosperous area for barnacle bacteria to spread to the human palm. He was informed that the hand needed to be removed at once to stop the spread. Nikolaj, very much a method actor, refused to let this happen off camera. George R R even flew in Tobias Granger, a specialist surgeon from Ohai, California to perform the intricate surgery on set. In order to keep within the frame of Game of Thrones, Tobias had to learn meticulous stage combat routines which caused the gout to spread and the hand was removed almost without a touch.
Jon Snow really was an accident.
Before acting Kit Harrington was an electrician working on the set of Game of Thrones who stumbled across a piece of armor, carelessly cast aside by an fatigued supporting artist. During an extended lunch break he tried on the uniform as a whim to appease the other electricians. They laughed and it worked. However, amidst this unplanned bout of chuckling Kit realized he'd lost the screw that is needed in order to fix the big gate to The Wall. In a blind panic, and full uniform, Kit frantically stared down on the floor running from location to location in a maddening attempt to find the screw.
After much neck-crooking'looking he found the screw. However, as he raised his head a sudden wave of panic cast over him like a rain cloud over freshly hung linen. He was in the centre of the set. George R R, known as Grr to his friends (due to his overzealous obsession with bears) did not notice Kit quite literally screwing around on set. The scene begun without a moment's hesitation and Kit was thrown into the deep end.
George, impressed at Kits nonchalant approach to acting, asked "How are you some calm, dude?" to which Kit replied "Well, I'm not actually an actor, I'm an electrician" George stared at him before bursting out into laughter and kissing him ferociously on the cheek. That was the funniest thing George had ever heard, and George had heard well over 6 jokes. And what a 7th joke it was. George R R immediately, much to HBO's dismay, re-wrote the entire series, creating a role for Kit under the character name of Jon Snow (due to the newsreader reminding him of Kits dry, inquisitive humour).