The Dothraki- Barbaric horse lords who roam Essos.
The Brave Companions- A Sellsword company lead by Vargo Hoat. Often called the Bloody Mummers...behind their back.
The Brotherhood without Banners- A group of Outlaws, Knights, and runaway soldiers, Headed by an outlaw Lord Beric Dondarrion.
The Faceless Men- Men who serve the god of death, known as the Stranger.
The Free Cities- Nine major Cities in Essos, That Govern themselves. They are Braavos, Lorath, Lys, Myr, Norvos, Pentos, Qohor, Tyrosh, and Volantis.
Sellsword Companies- Companies of soldiers who lend their swords to a cause for money.
The Free Folk- The people who live North of the wall. They aren't governed by anyone but themselves. The laws stop at the wall. They're called wildlings by the Nights Watch. The wildings mostly have petty conflicts between themselves or the watch, but most of the time they are just tall talkers and have even been known to trade with the watch. Everyone once in a while a wildling bands all the free folk together to ride against the nights watch naming him the "King beyond the Wall."
The Others/Wights- The others, or "white walkers" are a mysterious humanoid species that live north of the wall. At the beginning of the story they haven't been seen for 8,000 years. The Others have the eerie power of anything they kill coming back to be their servants...bear, human, giant any sentient being who falls before a white walker rises to be a wight.
That is the end of the who's who thing because I could go on forever all you need to know is there are many more houses and factions. Starting next week I'll start with Roberts Rebellion.