Pretty much Jon, Cersei, Arya and Daenerys are the only characters that are where they're supposed to. Everyone else is in the wrong place, let's go into details.
Jamie wasn't supposed to go to Dorne(even less Bronn). While I understand no one cares about Arys Oakheart and Balon Swann who were supposed to be there instead, this has some repercussions(or might have, we'll see).
Jamie was supposed to be at Riverrun to gain control of the last castles that still were loyal to Starks. While this event isn't important per se, his presence there matters cause he was supposed to meet...
Brienne. She isn't supposed to be in Winterfell, cause she was captured by the Brotherhood with Pod and from there sent on a mission to pick up Jamie.
Another thing the Dorne events change is about Myrcella. She isn't dead. Sure the Sand Snakes tried to kill her but she is saved by Areo Hotah and "only" ends up disfigured for life. The fault is given onto Darkstar of house Dayne. This matters cause it means the alliance between Lannisters and Martells is intact, while Doran can keep conspiring against them while they are unaware(the dornians are Targaryen loyalists).
Minor thing about Cersei and Margaery: their accusations in the books are more grave.
Cersei actually slept with a couple of knights who she made kingsguard to be her puppets and it's them that turn her to the church after being tortured themselves. They're also part of the reason why Jamie actually leaves King's Landing, he doesn't love Cersei anymore.
As for Margaery she is actually a pretty big ***, she did orgies and stuff, while in the show they only say she lied about Loras.
Loras btw is not in prison in the books, but in a coma after a battle.
Let's move to Sansa, probably the biggest change of the season. She did not marry Ramsay! Sansa is actually still in the vale
being boring babysitting Robert and pretending to be Petyr's daughter.
Lilfinger's plan was instead to use Jeyne Pool(Sansa's bestie whom you don't remember)as a substitute, because the Boltons don't know how Sansa actually look like, framing them so that even if they beat Stannis they wouldn't really have any claim on Winterfell. And the interestig thing is Theon knows that isn't Sansa, but goes along with it and so the ones who escape from Winterfell are Theon, Jeyne and...
Mance! Mance Rayder also isn't dead. They used the wildlings soul swapping magic and killed some random guy while Mance could work in disguise on Stannis' behalf. He infiltrates Winterfell as a bard during the wedding and then helps them escape.
Stannis btw, is still well and alive. Okay, maybe not too well, but he has captured Theon and even his sister Asha who was trying to save him. And he even obtained the loan from Braavos, meaning he can afford all the mercenaries he wants.
Killing Shireen was also giant bs, he didn't do that(and I doubt he'd ever would). In the books Shireen, Selyse and Melisandre actually stayed at Castle Black and didn't march with Stannis.
Probably minor, but before being stabbed Jon actually creates the first noble house of the wildlings, by marrying Alys Karstark to the leader of the Thenn clan he creates the house of Thenn. It probably doesn't matter much, but I thought it was kinda cool.
The baby Gilly and Sam bring away from Castle Black is also not Gilly's son. It's actually the main reason why they even leave at all, they exchange her baby with Mance's because he's the heir of a king and they know Melisandre likes to burn royal babies.
And finally let's move to the east.
Quentyn Martell's quest to marry Daenerys has been omitted, but it probably doesn't matter much. What matters more is the absence of Griff. While this character will surely be added in next season, I think his meeting with Tyrion before he gets to Slaver's Bay was important. Cause Griff wanted to go to Daeny's but it's Tyrion who convinces him to march to Westeros and start a war instead.
Jorah has also been merged with Jon Corrington(scaleskin illness)but I'd say it doesn't matter.
Speaking of Tyrion though, he wasn't supposed to meet Daenerys. When she flies away with Drogon he was actually still a slave(with Jorah)to Ben Plumm the Brown(who was skipped in the show but has a pretty hilarious introduction).
Also Barristan is still alive and Daario is captive and with a giant death flag on his head(unfortunately ;;)
And Varys shouldn't be there, he is required in King's Landing very soon..
Other changes are present but I consider them just postponed, namely
The Ironmen, Lady Stoneheart and Randyll Tarly