The bedding is a Westerosiwedding tradition, practiced throughout the entire continent. It's intended to provide evidence that the bride and bridegroom have consummated their marriage.
The bedding is commonly held after the wedding feast is over. Male guests carry the bride while female guests carry the bridegroom to the bedchamber, removing items of clothing along the way and making ribald jokes. Although a popular tradition, it is optional, and can be dispensed with.
Ned Stark forbade the bedding after his wedding to Catelyn Tully, joking that it wouldn't do if he broke someone's jaw at his own wedding.[1]
During the feast for the wedding of Sansa Stark and Tyrion Lannister, King Joffrey Baratheon tries to initiate the bedding in an attempt to humiliate Sansa. A drunken Tyrion puts an end to it by threatening to geld Joffrey, though he then, laughingly, "admits" he made a bad joke. Tywin Lannister's intervention prevents the bedding from taking place.[2]
After the wedding feast of Lord Edmure Tully and Roslin Frey, Lord Walder Frey initiates the bedding. Male guests carry Roslin while the Frey women take Edmure to their bedchamber. An astonished Talisa Stark asks after the tradition. After the bedding is carried out, the Red Wedding begins in earnest and Edmure is captured out of his bed and held prisoner. It is later revealed that Edmure sired a son during the bedding ceremony.[1]
Quotes
Tyrion Lannister: "There will be no bedding ceremony."
Joffrey Baratheon: "Where's your respect for tradition, uncle? Come everyone, pick her up and carry her to her wedding bed! Get rid of her gown, she won't be needing it any longer! Ladies, attend to my uncle, he's not heavy!"
Tyrion Lannister: "There will be no bedding ceremony."
Joffrey Baratheon: "There will be if I command it!"
Tyrion Lannister: "(Slams dagger into table.) Then you'll be fucking your own bride with a wooden cock!"
In the A Song of Ice and Fire novels, beddings take place in quite a similar manner, with addition: after the married couple is carried and bundled naked into bed, the guests stand outside the bridal chamber, shouting ribald suggestions through the door.
The bedding ceremony is apparently just a cultural custom that developed among all of the nobility in Westeros, and isn't limited to any one religious group. Noble families that follow the Faith of the Seven (such as the Tullys and Freys) are seen practicing it, and apparently so do followers of the Old Gods of the Forest (Eddard and Catelyn had one, though it was an interfaith marriage, however Sansa also recalls being a guest at other weddings that had bedding ceremonies in the North). The Dornishmenprobably also have bedding ceremonies - they converted to the Faith of the Seven a thousand years ago and while some of their local practices are a little different, the local First Men/Andal population was probably already practicing it. It hasn't been mentioned if the ironborn have bedding ceremonies, though again it seems that the custom spread throughout the nobility in all of Westeros.
Specific bedding ceremonies mentioned in the novels include:
At Edmure's wedding, Catelyn recalls her own bedding: Jory Cassel tore her gown in his haste to undress her; Ser Desmond Grell, the master at arms of Riverrun, kept apologizing for every ribald joke he told, only to make another; and when Lord Willam Dustin saw her naked, he told Ned that the sight of her breasts was enough to make him wish he'd never been weaned. Ned's response is not mentioned, but it is unlikely that he broke Lord Dustin's jaw.
For unknown reasons, the TV show changed this to have Catelyn state at Edmure's wedding that at her own wedding, Eddard forbid there to be a bedding - in direct contrast with the novels.
At Sansa's wedding, she muses how when she was a girl, the bedding seemed to her wonderfully wicked and exciting at the same time, but at present she is so miserable for being forced to marry a man she does not love and is so unattractive, that she does not think she could bear the ripping of her dress, and she is certain she would burst into tears at the first randy jape. She is slightly relieved that Tyrion spares her the humiliating experience, despite Joffrey's protests.
After the wedding of Lysa Arryn and Littlefinger, Lysa's knights carry her up to the tower, stripping her and shouting bawdy jests. Lysa had brought only three ladies with her, so they press Sansa to help them undress Petyr and march him up to his marriage bed. He submits with good grace and a wicked tongue, giving as good as he gets. By the time they have gotten him into the tower and out of his clothes, the other women are flushed, with laces unlaced, kirtles crooked, and skirts in disarray. But Littlefinger only smiles at Sansa as they march him up to the bedchamber where his lady wife is waiting.
According to Barristan Selmy, at the wedding of Tywin and Joanna Lannister, the Mad King drunkenly japed about how it was a pity the First Night tradition was banned and took too many liberties in Joanna's bedding. Tywin was not amused, and that caused further friction between him and Aerys.
For unknown reasons, the bedding ceremony is not performed in Ramsay's wedding, neither in the novels nor in the show. It is probably because of the northern lords' hatred for House Bolton due to their involvement in the Red Wedding and Ramsay's sack of Winterfell.
People in the real-life Middle Ages grew up around farms and livestock, knew from a young age the connection between sex and offspring, and thus had more matter-of-fact attitudes about sex - as opposed to something barely talked about, forbidden, and therefore more exciting. Due to this and other factors, the association between a marriage ceremony and sex on the wedding night was quite openly and frankly acknowledged. Because the main point of marriage was to have procreative sex to produce confirmed heirs (to unite the families of the bride and groom through their future children), "weddings typically included the couple being placed in bed together, naked, in front of witnesses"[3] (who then left before they actually engaged in the sex act). Therefore, the "bedding" ceremony seen in Game of Thrones is actually based on real-life customs from the Middle Ages (though maybe not exactly like this - a "bedding" in Westeros is exciting and filled with ribald joking, while allegedly the records say that this real-life bedding ceremony was supposed to be more solemn - at least in theory).
