Jon Snow: You would often find Jon by himself, just sulking. Whenever you noticed how miserable he would look, you would come up behind him and hug him, which would cause him to blush and smile. As he'd take hold of your arms to keep you there, you would ask him what's bothering him. At first, he'd be resistant from telling you, but eventually he would start to pour his heart out, telling you about all his problems, before thanking you for being so kind to him, and turning to hug you back.
Robb Stark: Robb often wouldn't like to let on to you that he was stressed or upset, but you could always tell. It wouldn't always be easy to find time for just the two of you, which would often get him down even more. When you would get time together, you would always try to ask him what was bothering him, just for him to tell you it was nothing, and end up trying to comfort you instead. If he did that, you would try a different approach, letting him hold and comfort you. You would tell him about all of your problems and just talking until he eventually just felt comfortable sharing with you.
Bran Stark: Comforting Bran is a fairly simple ordeal. As much as he doesn't want to trouble you, he knows how much you like to be there for you, so he would always be very open about anything that would be bothering him. From there, making him feel better would be as simple as smiling and making jokes, because he can't help but be happy when he sees you happy.
Ned Stark: Ned would often try to hide his emotions from you, but you knew him so well, it would be easy for you to tell that something was up based on how how he would be extra quiet and withdrawn. You wouldn't say anything about it. Instead, you would make sure to be extra loving, hugging and kissing him more often. You would also always tell him you love him. Although all the extra love and attention would flustered him, he would appreciate it, and it would make him forget whatever was troubling him.
Joffrey Baratheon: When something is upsetting Joffrey, everyone knows about it. He may not tell you, but you would be able to tell anyway, with him seeming to be extra cruel to the people around him, and extra possessive of you. You could try to get him to talk to you about it, but it's likely that would just irritate him. The best way to comfort him would be to compliment him often, but not often enough to make him think you're mocking him. You would mention things like how handsome he looked when you would see him for the first time that day. You would also tell him often how kind he is to you, and how grateful he is. All these compliments would really go to his head, especially coming from you, and he would just forget what was bothering him.
Tommen Baratheon: When Tommen would be upset, it wouldn't be too hard to figure it out, considering that the first thing he would do would be to find you and tell you everything that was bothering him. He would love to have a private breakfast for just the two of you, the perfect opportunity for him to open up about everything, which he would only do for you. You would always listen to all of his problems, and then reassure him by giving him a soft kiss on the cheek.
Jaime Lannister: Before he lost his hand, Jaime was much to cocky to admit to you that there was something wrong, but you would still be able to figure out that he seemed more frustrated than usual. You found that although he appreciated any extra love he got from you, the best way to comfort him wasn't that at all. The best way to comfort him would actually just be to spend time together, doing something simple like going on a walk while you talked to each other about anything and everything. It would help even more if you also laughed at all of his snarky comments. After he lost his hand, he would still love to do those things with you to take his mind off of things, but the best form of reassurance and comfort would be even simpler. He would just love to be held and cuddled, especially if you would also softly kiss his face and remind him of how much you love him. He would also be more comfortable in actually letting you know what was wrong.
Tyrion Lannister: Tyrion would immediately prefer to go to you for comfort, but he wouldn't let you know the reason for his extra affection toward you, because he'd be too suspicious after everything that's happened with him in the past. He would be comforted just by the thought of you really loving him, and all you would really need to do to make him feel better would be to go along with whatever he's already doing, which is often a lot of cuddling and some joking around. He also has a tendency to buy you a lot of lavish gifts when he's feeling this way, so it would also be comforting for you to let him know how grateful you are, and how much you love what he gets you. If it's clothing or jewelry, it would even better if you wore it often as well.
Tywin Lannister: You would be able to tell he was upset based on changes in his expression and body language that were imperceptible to everyone else. It certainly wouldn't help if you tried to get him to open up to you about what was bothering you; it would only make him distance himself from you. It would be better to be subtle, making him forget his troubles by making him feel like you need him. You would ask him to hold you to make him feel like he was the one comforting you, and he would reluctantly agree to whatever it was you needed in order to feel better, in the process distracting him from his problems.
Viserys Targaryen: Viserys would be extra possessive of you and extra short with others around him. That's how you would be able to tell. You would be able to distract him by kissing his cheek and playing with his hair while leaning against him, calming him down and encouraging him to focus his own attention on you.
Jorah Mormont: Jorah is someone who would frequently need to be comforted about your own relationship, needing to be reminded often that you want to be with him, and that you really do love him. He would love it if you leaned on him while sitting together, and he's truly glad for any sort of love you would show him, whether it be cuddles and kisses, verbal reassurance and compliments, or even giving him small handmade gifts if you're an artist.
Ramsey Bolton: When Ramsey would be upset, he would take it out on anyone around him, and you would be the only one who would have any chance of calming him. He would love if you went out of your way to wrap your arms around him or press your forehead against his, and it would excite him so much that it would be the only thing he would be able to think about, trying to determine how to respond to such a noticeable sign of affection from you.
Roose Bolton: Roose would always seek you out for comfort. If there were other people around, he would love when you would just hold onto his arm and give him the occasional reserved cheek kiss, although he wouldn't let on to how he really felt about it until you were in private, keeping his cold demeanor in public. He would delight in you being just as proud as he was to show off your relationship to others. In private, he would take the lead, distracting himself from his problems by pulling you into his lap and pressing his face into your neck.
Petyr Baelish: When Petyr would be upset, you would be able to tell based on how much time he would spend quietly lost in thought. In order to make him feel better, you would get his attention by lightly touching his face to pull him out of his thoughts. That alone would always lighten his mood, but it would even better if you hug him tightly right after, reminding him of how much you love him and letting him kiss your face while thanking you. It would be a rare moment of him being willing to show you his more vulnerable side.
Theon Greyjoy: Theon could get really grumpy when he was upset, saying things just to hurt people and spending as much time as he could alone. When he would be like this, you would ask him to take you out somewhere, even just to go on a short walk. Anything to get outside and try to distract him. Once you would get him outside (sometimes you would actually have to drag him along with you), you couldn't be too affectionate, or it would irritate him, but you would still be a little more affectionate than usual, and try to make jokes to cheer him up.
Sansa Stark: Sansa often had a lot of things to be upset about, so it wouldn't be uncommon for you to notice her seeming distant from you. The best thing you could do for her would be to pull her into a gentle hug, cradling her head against your chest and stroking her hair. You would hold her silently like this for a while, until you would ask what was on her mind, and she'd tell you everything. Other than that, it would also help if you tried to keep her mind off of all the upsetting things in her life by distracting her. You would bring her gifts, sometimes beautiful dresses or jewelry, but other times you just bring her something simple, such as a small treat from the kitchens, or something you made for her, like a trinket or a piece of art.
Arya Stark: It didn't take much to get Arya upset. When she would get upset, she would be more aggressive, especially with her words. She would get angry if you would try to comfort her with a hug or anything like that, but if you would ask her what was bothering you, she would be eager to explain everything to you, getting very heated in the process. That would be all she needed, someone to listen to her problems without chiming in. After that, she would just thank you for listening to her, before continuing with what she was doing as if nothing had happened.
Catelyn Tully: When Catelyn would get upset, she would often try to avoid you so that you wouldn't be able to notice, because it would be too easy to tell when she was upset, especially if she had been crying. Even when she would successfully avoid you, you would still be able to tell, because it's odd for her to do such things unless she was upset. You would find her and pull her in so that she was leaning you. You would never ask her what was bothering her. Sometimes she would tell you eventually, sometimes she wouldn't, just silently enjoying your comforting presence. Either way, she would eventually gently sigh and tell you she loves you, before wrapping her arms around you and nuzzling closer into the crook of your neck.
Cersei Lannister: When Cersei would be upset, you would make sure that lots of her favourite wine was on hand. Then, you two would sit in a comfortable, private place, and drink the wine, just the way you normally would. Then, as you two sat and drank, the conversation would naturally drift to all the things that would be bothering her. Eventually, the conversation would just turn into her venting and pouring her heart out while you listened, nodding along and making a little sound every once in a while to show you were still listening, although if you would get too carried away, she would notice, stopping to glare at you for a few seconds before continuing, which would make you both laugh.
Daenerys Targaryen: With Daenerys having so much on her plate, she would often be stressed or upset, and wouldn't have the time to properly deal with it, which would lead to things just getting worse. Sometimes you would have to sneak up on her during the few times she would get a break just to hug her and gently remind her to take more time for herself, telling her that you love her and that you'd be there whenever she would need to talk about anything. Although she wouldn't be able to stay with you too long right then, she would remember your words all day. Then, while you two were relaxing together for the small amount of time you got before you would have to sleep, she would tell you everything, usually causing you both to end up staying up much later than you had intended.