Step 1: Don’t. You’re not going to pull it off.
Step 2: If you ignore common sense, along with the segment of society that deems GOT “nerdy” (wrong, just the wrong opinion), choose which character you wish to unsuccessfully portray.
Step 2a: Attempt to choose a character you mildly look like. Do you have the untamed, lengthy beard of a Dothraki and dark, coal-like makeup permanently etched around the hollows of your eyes? Do you have bleach blonde hair, an affinity for riding dragons, and an attitude problem? Choose accordingly.
Step 3: Try to collect items of clothing around your house that you could use in your costume before buying, borrowing and/or finding things.
Step 3a: What? You don’t own a suit of armor? Not even the hide of a wolf or elk? Amateur.
Step 3b: Hit up party city and ask if they carry the aforementioned items.
Step 3c: They don’t have that? Weird. You may have to search Amazon Prime. Bonus points for finding a stuffed direwolf to carry around.
Step 4: Once you locate these items, make sure your hair and makeup are #onfleek with your selected GOT character. This may include dark eye makeup, intricate curls, a hair color quite different than your own, and fake blood. Probably definitely fake blood.
Step 5: Go to your Halloween party and deflect criticism with the magic of the Red Woman, threatening to duel, or simply by smiling and waving. A+ for effort.