|Seems like a lifetime ago...|
Still we also get to appreciate the said details later on. As for me, I am quite sharp when it comes to the top three female characters' crowning glory:
In the books, Sansa was described to have thick auburn hair. It was effectively seen in the series and even showed her alliances through her hairstyles. Early in season 1, Sansa was a whiny, selfish bitch who is (shudder) head over heels with Joffrey. When she got to King's landing, she changed her Winterfell braids into a different style to keep up with the fashion of the court and the Queen. When things went crashing down after her father's death, she preferred putting her hair down once more, but in a simpler style, which is still evident up to the current season.
Deemed as the most beautiful woman in the 7 Kingdoms, Cersei boasts a magnificent head of Lannister golden blonde hair. Being a queen and Tywin's daughter, Cersei had grown up used to keeping up appearances. In the show, Cersei uses complicated hairstyles everytime there's a special occasion. It's not a common sight though, most of her character's important conversations takes place privately in the palace walls, so she's always wearing it plainly. But when we get to see Cersei putting her blond locks up, it's simply exquisite.
Dany started out as an exiled, timid Targaryen princess, to be sold to barbarians for the price of gold. She was sporting simple styles then, putting her silver-blonde hair hair down with an occasional braid here and there. But ever since leaving Pentos, she had been using intricate braids. It is an influence from her husband Khal Drogo and the Dothraki, where their braided topknots are the main symbols of personal victory, to be cut only when defeated. In the show, they used wigs to bring Daenery's Targaryen locks to life (But personally, I imagined her hair to be leaning more to the silvery shade rather than yellow...OK I can't be choosy).