Bad shit happens to good people, but it never becomes unbearable, it is also never hopeless. It's tragic, for sure; heartbreaking, even. Martin is so skilled that this actually becomes a strength for the story, as it keeps you guessing, and rooting for the characters you love knowing that death may literally be right around a darkened corner. But, as one door closes, another opens.
This is the exact opposite of The Walking Dead, and a direction that series should take, to be honest. There is a real sense of danger and doom.
The characters are in a constant state of development, including those you hate by the end of the first book/season.
Stick with it, JB, I encourage you; though it gets bad, it is always good (and justice will be served).