Couple o' Questions for those that either read the books or could tell what was going on.
1. Who was the dude that died (was killed)?
Jon Arryn was the "King's hand". The king, Ned Stark and he were tight during the war to win the kingdom.
2. Was the guy who the queen was boning her brother?
Yes. Her twin, no less. Twincest.
3. Are the queen and the guy she was boning in the family that supposedly killed #1 above?
Time will tell.
4. Where did the wife of the guy who runs Winterfell come from (they kept referring to her as being an outsider).
One of the other kingdoms. This will get fleshed out.
5. Was the King married to the guy who runs Winterfell's sister? (or is it vice versa)
I don't think they ever married, but they were an item and maybe betrothed (it's been a couple of years since I read it)
6. Who killed her.
She died in the war to win the kingdom from the Targaryens (the family of the very blond brother sister combo)
7. Finally, who are the blonds who are trying to get the Kingdom back? Are they linked to the current queen or to the people that killed the chick referenced in 5 and 6 above.
Yes. They are the sole survivors of the Targaryen line which had ruled before Robert Baratheon took the crown in a war.
Sorry for all the questions but some this wasn't clear or I couldn't get it from the dialogue. Maybe we're not supposed to know yet?