I tried reading the first book but it was just too brutal for me. I'll stick with Harry Potter and LOTR. (But my children love it, and phone each other as soon as each episode has aired to discuss it.)
Margaery married three man named Baratheon. How many times before she isn't a Tyrell anymore? Maybe the first two weren't consummated, but what about Tommen? I think this example needs to be less ambiguous - Loras, or Olenna, or Mace.
It's not ambiguous. Margaery in the books is considered Margaery Tyrell, not Margaery Baratheon. I don't recall an instance of anybody calling her that, and if they did, it was only minor. Just like Cersei was married to Robert for years, but they all think of her as Cersei Lannister.
Never saw much of the TV series. I watched a couple seasons and saw how much they changed and I turned 360 degrees and walked away.