OK, so it's not a wall, it's THE Wall, a massive fortification that separates the semi-civilized realm of the Seven Kingdoms from a lawless northern waste. It's only part of the sprawling medieval-fantasy world that Martin crafted for his novels, but it's the focus of this trailer, which plays like a standard-issue Dragon Age cutscene despite the voice of James Cosmo. There's more to the game, however: it follows Night's Watch guardsman (and animal-controlling warg) Mors Westfold and Red Priest (and magic user) Alester Sarwyck, neither of whom are seen in the novels (yet). The two of them follow different paths across the Seven Kingdoms, encountering several established series characters along the way--and Jeor Mormonth's just one of them. There's another trailer for the game, and in between the generic milling around, you can catch sight of Varys the Enuch and possibly even Martin himself.
That said, Cyanide Studios also made A Game of Thrones: Genesis, a strategy game that pleased very few fans earlier this year. And the early footage of their new A Game of Thrones title for Xbox 360, PC, and PlayStation 3 looks no different than every other Western-themed RPG out there. Perhaps that's because Martin's setting is fairly mundane at a glance. It's set apart not by improbable world-building, but by realistic power struggles and drastic plot twists (and some downright creepy stuff, but that'll likely get toned down for the game). In RPG terminology, it's more like a dirty version of Tactics Ogre than a Final Fantasy or World of Warcraft.
But I'm not the best judge here. If someone asked me to turn A Song of Ice and Fire into a video game, I'd immediately commission an old-fashioned Final Fight brawler starring Barristan Selmy, Strong Belwas, and...let's say a zombie/cyborg version of Barsena Blackhair. But more commercially minded parties prevailed here.