Emilia Clarke told the mag she raced home to read with a good cuppa.
"Genuinely the effect it had on me was profound," she said.
Peter Dinklage, who plays Tyrion Lannister, said he broke one of his own cardinal rules.
"This was the first time ever that I didn't skip to the end," the actor told the publication.
Sophie Turner, who plays Sansa, said she devoured the scripts as quickly as possible. "It was completely overwhelming," the actress told the magazine. "Afterwards I felt numb, and I had to take a walk for hours."
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Kit Harrington, however, refused to read anything until he reconvened with the rest of the cast at the first table read of the season.
"I walked in saying, 'Don't tell me, I don't want to know,'" the man otherwise known as Jon Snow told the publication. "What's the point of reading it to myself in my own head when I can listen to people do it and find out with my friends?"
When the season is finally released, the actors will have endured a massive 10-month shoot to make just six episodes, with each episode rumoured to have cost around $A21 million.
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Producers have described each episode as being like a "mini-movie".
"It's relentless; scenes that would have been a one-day shoot five years ago are now a five-day shoot," Harrington told the publication.
Meanwhile, it was announced earlier this week that Aussie actress Naomi Watts would play the lead role in a GoT prequel.