I have had that same problem in the past! And my current campaign is also inspired by Game of Thrones!

The way I'm sorting it out is by not having an established plot. I have factions, and each have their goals, and each try to court the PCs to go along with it; but what happens next is determined by the PCs actions.

So my first session, for instance, had the three different factions vying for power each give the PCs a quest, and each promise a different reward to represent the faction's priorities. The PCs then responded by attempting to fleece all three by agreeing to be hired by everyone without telling them about the other two. So when all three quest-givers turned up at the same time I had them act as their characters dictated.

Now, as I set up future sessions, I mentally note the result of the whole shmozzle (though the PCs tried to get all three rewards, they ended up offending two of the them, so it was that last faction that really won out) and then figure how each faction will react to that.

If that makes sense? This way, no matter what crazy stuff the PCs get up to, they can never derail your plot, because there isn't an established plot to derail.