They do, in the first 2 minutes or so. It's meant to be something of a gag, when they show him holding a sword and the epic-sounding Game of Thrones theme music begins to swell, only to then cut away to him taking a shit.

I think it could have been handled better, but the takeaway meaning that they appear to be trying to convey is that this is not the same kind of show as Game of Thrones. It's literally taking a shit on the overly grand stories that preceded it.

I do think the rest of the episode redeems it, at least. It's a break from the aristocratic backstabbing and scheming, providing a much-needed look into this world from a commoner's perspective.

Whether the rest of the short season will remain worth watching is another question, though.