This is the first, official day of filming on HBO’s pilot for Game of Thrones. As we’ve learned, filming will start at Doune Castle in Scotland, where photos and reports suggest that scenes will focus on the courtyard and possibly on the Great Hall for the feast scene at Winterfell. To add to this, creator and author George R.R. Martin posted that he was now in Edinburgh, suggesting he will be present for the first day of filming. Filming will continue at least through Monday.
At a guess, the cameo for GRRM that David Benioff and Dan Weiss were considering could very well take place during scenes filmed at Doune Castle.