Just watched the first episode a couple of hours ago. I've read the books, and I thought it was really good.
Watched it with my girlfriend and she enjoyed it as well.
I don't think nudity and gore is going to be a turn off for women. If you think that's the aspect of some media that offends women, I don't think you know women that well. It's when a women's role in something is only defined by her body.
There are several strong willed and cunning female characters in the book, even though they have to work within a patriarchal society. There are also plenty of misogynistic male characters in the books, but they're never painted in a good light either, so it's not like the story approves of them. Hopefully that will play out in the show as well.
I also don't get the people who are saying that the scene with Daenerys and Drogo is rape - it wasn't that way in the book and I don't think it was portrayed that way in the show either. It didn't really go far enough to make an assumption either way - but I think since the rest of the show was pretty true to the book, we can assume that that part would have been too.