I was just wondering how you pronounce some of the charcters names in A GAME OF THRONES.

Is the 'ae' in many Targaryen names pronounced 'ay' ?

yes, in most cases

For example, is Maester 'Master' (like normally pronounced) or is it 'May-ster' or is it 'My-ster') or something else?

may-ster

And what about Cersei? (I say Seer-see)

Sir-sei

Is Lysa - Lee-sa or Ly-za?

Lie-sa

Is Benjen benjen or Ben-yen?

Ben - Jen

Is Tyrion 'Tee-re-yon' or 'Ty-REE-yon' or something else?

tear-ree-on