The HBO drama attracted 3.86 million viewers, while also recording a high 2.0 score in the coveted adults 18-49 demographic.
AMC's Mad Men only dropped a little since its fifth season premiere last week to 2.93m (1.0) at 10pm.
Meanwhile, The Killing's second season premiere episode launched to a relatively disappointing 1.8m (0.5) at 8pm on AMC, which is 33% less than its debut season opener.
On Monday night, the USA Network's WWE coverage brought in an impressive 5.07m viewers (2.0) at its peak between 9-11pm.
Game of Thrones actor Kit Harington recently said that sex scenes are "very important" to the series.
> Latest US TV ratings from Digital Spy
Watch the cast of Game of Thrones discuss season two with Digital Spy below: