In May 2007, a few months after HBO optioned the rights to a book series by George R.R. Martin, executive producers David Benioff and D.B. Weiss joined the author for a surprise appearance in the virtual community Second Life.

“Game of Thrones” wouldn’t hit the screen until four years later, but Second Life was a vital hangout for gamers, fantasy role-players and fans of Mr. Martin’s novels. The two producers appeared on screen as digital avatars in a forum moderated by one Beelzebubba Rasmuson and reassured fans that they...