George R. R. Martin's blog had a link recently to a site with some information about the title sequence.
It includes an interview that gives some insight into the process of building the sequence.
Game of Thrones (2011) , Art of the Title
To summarize: The original idea was to show a map, but this was too… flat.
So the artists decided to depict intricate miniatures — denoting top-notch craftsmanship as a metaphor for GRRM's writing.
The style evokes the kinds of miniatures that could have been built with about the technology in the story.
It's as if a talented and devoted artist from the GoT world had made them.
The world is shown as the inside of a sphere to make the “camera” movements look better — zoom out from a location, rotate the camera, zoom into a different location, without risking showing an edge of the world.
The miniatures depict locations that are seen in the episode.
Thus the intro sequence varies from episode to episode: it depends on the visited locations.
In addition, there are minor variations in the cuts, just to introduce a little unpredictability.
They don't explain how the title music is able to lodge in your brain and linger there for days after you watch an episode though...
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One interesting thing to note, the intro changes in each episode.
It shows only the aspects of the world that will be shown in that episode.
Watch episode 5 intro and you will not see anything across the narrow sea in the intro, but you will see a closer view of the Eyrie.
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If you look carefully at the center of each "city", the ruling Houses' Crest/Symbols are shown.
For instance, at Winterfell, you can see the DireWolf, King's Landing has the Stag of Baratheon.
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As far as I can tell, the only point of the intro sequence is to show the viewers the map of Westeros, so that they have some idea of what happens where.
I think the mechanical castles are just there to look cool.
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One important interpretation I made from the title sequence was that how much it makes Westeros look like a little kid's build yourself kind of puzzle.
That really reinforces the concept that the whole thing is a game, with different players and locations being game pieces.
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It appears that the title sequence was originally intended to be used as transitions to indicate the movement of the plot to different parts of the world.
Unfortunately it disrupted the narrative flow too much, so they decided to use it as titles instead.
Interestingly the map is on the inside of a sphere with a light source in the centre.
It would be difficult to impossible to replicate this as a real world object, so it's fairly safe to assume that any design features are there to make for a more interesting visual experience rather than any plot related reason.
The proportions of the map are from original maps drawn by Martin himself.
http://www.escapistmagazine.com/news/view/110202-Game-of-Thrones-Map-Sequence-Intended-for-Scene-Transitions
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One thing I noticed about the way the titles were designed was that, when they showed the name of an actor, they put the sigil of the house of the character he/she is playing before it.
For example, in front of Sean Bean we see a direwolf, in front of Mark Addy a stag, in front of Peter Dinklage a lion and so on.
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After the Season 6 Finale we also see that the orbs and rings we see in the opening are most likely an astrolabe
(aka armillary sphere, armilla, or armil).
We see the same object hanging in the Citadel at Oldtown.
This can be determined by seeing the same markings on the rings.
The meaning of this is still not fully known, but there is an interesting fan theory ...
"The overarching saga is called A Song Of Ice
And Fire after all,
and in the world of Game of Thrones songs are used to pass on heroic stories and legends.
So does that mean somebody is telling this story of Dany, Jon, Arya, Cersei, and the rest to future generations?
"
"
If that’s how it ends, some fans might be mad about the set up of the story.
But if this theory is right, does it make sense for Sam to be the one that devotes his life to passing along the heroism and cruelty of everyone in Westeros?
Or could it be Sam’s son who was told the story by his father and then passes it on to his own children?
If this theory is accurate, there are any number of options that would make sense.
But for now it is just another theory." Opening astrolabe Citadel astroslabe
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The map is clearly westeros, and all the houses and their seats, also the free cities and such, but the important is the sun, with the rings around it, it tells the story of westeros, like aegon's conquest, or roberts rebellion..
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There is also the consideration that in Book 1 of the series, when Bran is unconscious and at the tipping point of death, he takes a metaphysical journey through the 7 kingdoms, accompanied by a three eyed raven; the narrative describes scenes extremely close to this title.
Also, if you notice, there is a kind of 'blinking' during the opening sequence; I see this as a 'Dragon's-eye view of Westeros.'
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I think the idea behind the rising and falling elements (doors, drawbridges, walls, ladders, etc.)
used around the map is to emphasize the levels of complexity in the Westerosi political system.
It is a complex world.
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The intro to Game of Thrones episodes includes a model mechanical world sprouting up buildings at Kings' Landing, Winterfell, and other key locations.  Does this have any significance other than something cool to look at?
Does the intro sequence to the Game of Thrones TV series have any meaning?
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scifi.stackexchange.com/users/584/Nick T
It appears that the title sequence was originally intended to be used as transitions to indicate the movement of the plot to different parts of the world. The map is clearly Westeros, but the important thing is the sun, with the rings around it, as it tells the story of Westeros, including Aegon's conquest, or Robert's rebellion. If you look carefully at the center of each "city",  the ruling Houses' Crest/Symbols are shown. The title sequence shows the map of Westeros with the ruling families. However, it changes with each episode, showing the movement of the plot to different parts of the world.
The title sequence changes each episode and was intended to indicate transitions in the plot to different parts of the world. The title sequence shows the map of Westeros and the ruling families to give viewers an overview of the world.