Andals

The Andals are a race of men who invaded Westeros six thousand years prior to the events of the series. They overran and conquered most of the continent, aside from the North which remained independent. The Andals brought the concept of chivalry and iron-wrought weapons and armor with them from Essos. Their homeland in Essos was called Andalos, located north of the modern Free City of Pentos.

Most of the current population of Westeros is of predominantly Andal descent. Their culture, language, and religion (the Faith of the Seven) have permeated most of the continent.

In many cases the Andals did intermarry with the First Men they conquered, so that even House Lannister claims at least some minor descent from the First Men. Still, the overwhelming influence on the gene pool of the continent is from the Andals, to the point that the Seven Kingdoms are often called the Land of the Andals by peoples in Essos (such as the Dothraki).

The exceptions are the North, which the Andals never conquered and where the blood of the First Men is still strong, and Dorne, where the Andal inhabitants later intermingled with the refugees from the east.

Season 1
Viserys Targaryen is announced by Magister Illyrio Mopatis as the King of the Andals and the First Men. Ser Jorah Mormont is later nicknamed "Jorah the Andal" by the Dothraki (although, as a northerner, the accuracy of this is questionable).

Season 2
After reaching the Fist of the First Men, Samwell Tarly muses on how the Andals came and conquered Westeros.

In the books
In the Song of Ice and Fire novels, the Andals were originally the inhabitants of a region known as Andalos, located north of the modern Free City of Pentos. The Andals were given a vision of a god manifesting to them as seven robed figures, and were bade to leave their homeland and conquer Westeros, which they did in the Seven's name. Whilst following the code of chivalry and honor, the early Andals were ruthless in conquering and destroying those who opposed the Faith of the Seven and the justness of their cause.

The Andals' blood remains purest in the Vale of Arryn, where their ships landed and commenced the invasion of the continent. The Andals' spoken language and written alphabet have supplanted the rune-based Old Tongue of the First Men, even in the North.

Author George R.R. Martin has stated that the series was loosely inspired by the War of the Roses which occurred in Britain during the fifteenth century. The First Men loosely parallel the original Celtic inhabitants of Britain, while the Andals who later invaded and conquered Westeros are loosely parallel to the Anglo-Saxon invasions of Britain during the fifth and sixth centuries. Their name is also similar to the Vandals, barbarian tribes who were conquering parts of the Roman Empire and the same time as the Anglo-Saxons. The Anglo-Saxons divided up Britain into seven kingdoms, such as Mercia and Wessex, known as the "Anglo-Saxon Heptarchy". Similarly, the small kingdoms the Andals established in Westeros eventually aggregated over the centuries into "the Seven Kingdoms" such as the Westerlands, the Reach, etc. When the Anglo-Saxons invaded Britain, there was some intermingling with the local Celtic population, but the overwhelming ethnic composition centuries later stemmed from the Anglo-Saxons. Similarly, the Andals intermingled with First Men they conquered: typically, the nobility tend to be predominantly from the invaders (Anglo-Saxon or Andal), while commoners descend largely from the conquered (First Men or Celts). This varies considerably from one kingdom to the next, i.e. the inhabitants of the Vale are of very pure Andal descent compared to other regions.

According to the TV series official pronunciation guide developed for the cast and crew, "Andals" is pronounced "AN-dals", the emphasis is on the first syllable so it doesn't quite rhyme with "sandals".