One of the main actors, Kit Harington, talked about his stay in Iceland in an interview with The Hollywood Reporter last Thursday. Kit was for example asked how to keep warm during the cold winter.
"You huddle up inbetween sets because its minus 30 degrees. All the actors and actresses we get to gether like penguins do, and try to have a laugh and keep each other warm that way."
The actor, who filmed most of season three in Iceland, shows off his Icelandic accent and describes the interesting food he experienced while abroad. Kit for example said "The food is very bizarre and weird. They eat goat brains and stuff like that."