"The Old Gods and the New" is a featurette and part of "History & Lore" section of the Complete Guide to Westeros, a special feature in the blu-ray of Season 1 of Game of Thrones. It is narrated by Michelle Fairley as Catelyn Stark and Isaac Hempstead-Wright as Bran Stark.
Bran reminds that there are those who still keep to the old the way, worshipping the faceless gods of the Children of the Forest and the First Men. These Old Gods are countless, nameless spirits of nature. In the past, the Children had carved faces on the trunks of weirwood trees, which became sacred to their faith. In time, the First Men adopted the Old Gods. Most castles of the time contain a godswood with a weirwood at its center, serving as a heart tree.
Lady Catelyn narrates that across the Narrow Sea, a new religion was born in the hills of Andalos. According to legend, the God of Seven revealed itself to the Andals and their invasion of Westeros began soon after. The Andals sailed across the Narrow Sea, armed with weapons of steel. Some warriors carved a seven-pointed star into their skin as a symbol of their faith.
Bran recalls that the invaders destroyed most of the weirwoods of the southern Westeros, slaughtered the Children of the Forest wherever they could find them and conquered every kingdom of the First Men, except for the Kingdom of the North. In time, the Faith of the Seven spread throughout the land.
Bran continues explaining each aspect of the God of Seven, each symbolizing an area of human life, though most people refer to them as separate gods.
Catelyn mentions that the Mother is prayed to for mercy and watches over fertility, childbirth and peace. The Father sits in judgment over souls. The Warrior is prayed to for protection, courage and skill in battle. The Crone represents wisdom and foresight. The Smith watches over creation and craftmanship. The Maiden symbolizes purity, love and beauty. Finally, there's the Stranger, who is rarely prayed to, and who represents death.
The Faith of the Seven is a highly organized institution and influential in Westerosi politics and culture as it is the official religion of the monarchy. Worshippers gather in temples called septs, while the central seat of the Faith is the Great Sept of Baelor, located in King's Landing, the capital city of the realm.
Bran intervenes that in the North, where the descendants of the First Men dwell, the worship of the Old Gods continues to this day, and the faces of the weirwood trees keep watch over the faithful.