You'll love them. There's much more character development and backstory. The books are also more brutal. It's just much more rich, imo. I've heard that HBO will be different in terms of Jon Snow's origins but that's not the only thing.
When you're done don't miss the novellas!
Under the Tales of Dunk and Egg (so far) are:
The Hedge Knight
The Sworn Sword
The Mystery Knight
Then there's:
The Princess and the Queen, or, the Blacks and the Greens
(Just look for the The Princess and the Queen)
AND:
The Rogue Prince, or, the King's Brother
(Likewise just look for The Rogue Prince).
Pretty much all of these are published in anthologies and take place well before GoT BUT if you're google-wise you can um 'find' them.