The sun tells an important part of the series back story, on its panels. It does so in three segments. First, as the credits start up, the sun depicts how the Targaryens and their dragons conquered Westeros. The second time the sun is shown, a dragon is depicted in a mortal struggle with 3 other animals: The Stag, the Lion and the Wolf. It is a very literal way to show how Robert Beratheon and Ned Stark rebelled, with Tywin Lannister reluctantly supporting them, in the end. Finally, the third time the sun is shown, before the series title enter the scene, a lion (among other animals) is shown "kneeling" to a triumphant Stag. Just as Robert was crowned King after winning the war.
The cities and places featured in the opening credits change as the series progresses. For example, in the first episode, Pentos is shown whereas in later episodes, because it is not pertinent to the episode's narrative, it is not.