There are many things that the game of thrones teaches us. For those who can see through, the show is a medieval depiction of the real world today. Politics, hunger play, power and rule are all constant. There is a constant battle for power no matter how many citizens are compromised in the path.
Another important thing to know is that the show tells us that there is something we have to answer to. Evil will not prevail and no matter how long it rules, it will meet its fate. The concept, every cloud has a silver lining holds true for the show and for real life as well.
The one thing that can be learned from the Game of Thrones is being able to follow the structure and rules that influence ones life. There is also the warring clans that are on Game of Thrones. These same things can certainly be seen in the course of real life. There are constant battles between liberals and conservatives. The Republican versus Democrats struggle can certainly be an analogy evident with Game of Thrones.
While the setting is in medevial times, Game of Thrones certainly has tones and evidence of lessons that can be carried over into real life. There is always a higher power that one must answer to no matter how high a status that one has. Unless you are God or the President, you must bow down to the higher authority and that certainly is a plot and scene that is constant in Game of Thrones.