Alright, got it. I haven't read the books and I guess I just never caught that implication.
You forgot about the episode in the first season where Ned is reading the Baratheon family tree?
"...first of his name, black of hair .... first of his, black of hair.... second of his name, black of hair... Robert Baratheon, first of his name, black of hair, Joffrey Baratheon, first of his name, blonde of hair"
Also, I can't wait to get the first four books in the mail and start reading them.