Are the cards interchangeable ?
Can Lannister cards go in Stark decks ? or do I have this all wrong?
Well, yes and no. You choose one family for your deck- Stark, Lannister, etc, however, cards that come a in family's expansion aren't necessarily exclusive to that family. Some cards will say "Lannister only" though, for example, and you can't mix "Lannister only" with another card that says "___ only"
Other than that, there is a cost penalty of two gold to play a card from a house that doesn't match your deck's focus. Sometimes it is worth it to mix, but I wouldn't recommend it to beginners necessarily. Focus on building one or two separate decks of a single family until you get more comfortable with the mechanics.