“Game of Thrones” fan Travis Stevens experienced a familiar mix of feelings while watching the most recent episode of the HBO fantasy series: dread (during the horrific death of a young character), exhilaration (when a screaming dragon swooped in) and low-level confusion (Who in the heck was that creep in armor that budding assassin Arya Stark was stalking?)

Mr. Stevens, a 42-year-old film producer in Los Angeles, turns to Wikipedia and online recaps to identify second- and third-string characters in the sprawling series....