Waldorf and Statler

I'm sure all the actors who's characters have died in the first five books know, whether they've read it or not, when their character dies. Either they found out themselves or their agents told them or fans or whatever.

I think what GRRM was referring to on Conan, was an actress who's character dies in book 6 or 7, so only he knows at this point.

TCP: He mentioned that he was talking to 3 characters who were all dead and they had no idea.

They're probably just in denial. Imagine being Sean Bean and not reading ahead in the script? "Agent! Don't book me any more projects for the next few years, these first few episodes are solid, this show will be a hit! "