At the heart of the issue is a save data problem, with numerous people reporting that decisions made in episode one have not carried over to episode two. Affected players can still proceed with the game, but only with default decisions made form the previous episode.
Though there are many possible reasons for the issue with carrying over decisions between each episode, Telltale's support forums show that Xbox One players are specifically affected. (See threads 1, 2, 3, 4).
GameSpot has contacted Telltale Games for more insight into the issue.
Game of Thrones, the episodic point-and-click adventure, is the latest high-profile narrative from Telltale Games, following its work on acclaimed series such as The Wolf Among Us and The Walking Dead.