Winter came to New York on Wednesday (March 27), sweeping in on a cloud alongside "Game of Thrones" The Exhibition, a touring collection of Westeros memorabilia (think: Joffrey Baratheon's crossbow and Ned Stark's head!), co-sponsored by HBO and Time Warner Cable. And many of the realm's famous faces were also on hand at the VIP fete, where they gamely teased what fans of the epic should expect when season three premieres on Sunday.

For virginal Jon Snow (played by Kit Harington) — whom we last saw north of the wall among the Wildlings — the opposite sex will pose the biggest challenge.

"I think it's resisting advances from a certain lady, and he's going to find that very hard," Harington told MTV News of his character's struggles this season. "[Also] convincing Mance Rayder and the Wildlings that he's a gentleman who wants to break free from the Night's Watch and be part of them. He's a spy in enemy territory, and he has to convince them that he is one of them and convince himself of that [which] can be ultimately quite confusing."

Meanwhile, half-sister Sansa (played by Sophie Turner) will try to evade her royal captor, former fiancé Joffrey.

"Her #1 challenge is trying to escape," Turner said. "She kind of had a means of escape in season two and season one. She was going to become queen, and then she would have the power to see her family again, but now she is still Joffrey's prisoner, but she has no means of escape."

Get more "Game of Thrones" at MTV Geek!

And then there's little sister Arya (played by Maisie Williams), who's roaming the realm and facing the same old problems.

"Getting people to take her seriously," Williams said of her character's plight. "I think that's what she's always facing. Being younger, people don't take her seriously. She struggles with that. She loses her temper quite quickly because she's had to put up with that all her life."

Click play on the video above to hear from more of the "Game of Thrones" cast, including John Bradley, Natalie Dormer and Rose Leslie.

"Game of Thrones" premieres Sunday on HBO at 9 p.m. ET. "Game of Thrones" The Exhibition is open, free of charge, in New York until Wednesday, April 3.