First of all, I've yet to see a roleplay based primarily on the show go much of anywhere. The world has enough complexities that it pretty much requires information only found in the books and corresponding material. Then again, this is the Casual section, so you may have a much smaller scope in mind. 

Now for an RP that revolves around the discovery of new lands in the west... I don't really see the point. We would be completely creating new lands, people, creatures, etc, yet we'd still be restricted by the rules and laws of the world of ASOIAF. Seems a waste of time to me to do all that work only to set it in a pre-existing world where the roleplay itself is barely connected.