I agree this series feels a little rushed, even from the beginning. At the start, Danerys has crossed the sea, with her Dothraki, and taken Dragonstone, Tyrion is suddenly Danerys's Hand, an alliance has been formed with Dorne and the Tyrells. Asha Greyjoy is also an ally. This all happened rather swiftly, given the pacing of the previous 6 seasons. Also people (and armies) are suddenly able to travel all over Westeros in the blink of an eye.
It could simply be that as the books were not written yet, GRRM had only worked out the main plot lines. He hasn't had time to develop the intricacies and subplots that made the early series so interesting. There are of course even more subplots in the books.
It could also be that as there are no books to follow TV network influence is now stronger than before. They are better able to influence which plot lines are screened, and funded. They have then decided to focus on a few.
That being said, it's certainly keeping the plot lines moving along at a pace. We also seem to be focussing more on the main plot lines - dealing with the White Walkers and with the Iron throne, and I'm very comfortable with that.
TV Networks are risk averse, so I don't expect any 'big names' to be killed off until the final few episodes (which at this point means the second half of the last season).
On the subject of Littlefinger. I thought he was obtaining that scroll to protect Sansa, until the scene where he oversaw Arya searching for it, and taking it back. He is certainly an enigma.
Sansa wrote the note, and Little Finger wanted Ayra to know she wrote the note, I suppose to sew seeds of ill will between them to get him back in better standing with Sansa.