At what point, did you realize show was going downhill?

Season 8 - episode 1 - after seeing it, I had a 'WTF was that?' moment - we waited 2 years for this?

Probably the very first indication things might go off the rails was at the end of season 4. The combination of the nonsensical fight between Brienne and the Hound (though an awesome fight scene) was not a very well thought out scene, it seemed forced.

But the bigger issue was Tyrion and the reasoning for him Killing Tywin; leaving the Tysha backstory out of it removed a very important part of the character arch and the fall out between Jaime, Tyrion, Cersie and the reason for Tyrion's rage. Because they removed Jaime's confession and removed Tyrion's reaction of telling Jaime about all of Cersie's affairs effectively set in motion the ruining of Jaime's arch, Cersie's downfall, and Tyrion's reasoning for the remaining of the show; this turned him into a pathetic version of his book counter part.

After that a majority of the plots of season 5; all of Dorne, Sansa marrying Ramsey, the reduced complexity of the northern conspiracy, the Mereen arch being heavily simplified and rushed, etc. Although season 5 did have arguably the greatest episode of the series (Hardhome).

It became clear in the middle of Season 7 - with all of the teleporting, the ridiculous "capture a wight" plan, Jaime's miraculous escape from Drogon's fire and then his Olympic swimming while wearing armor - that the show had taken a bad turn.

Even so, I never expected Season 8 to be worse. [spoiler]It was much worse.[/spoiler]

Towards the end of season 5, when I realised it was just filler with few good plot developments and the action scenes had gone all "crappy Hollywood" style.

Dorne and the case with Rickon and "North remembers" ("it's only a Northern conspiracy, the wolf's head is too small").

When Ned Stark died

For me it was the Battle of the Bastards. Everyone loved that episode, but the part where Jon charges out into the field like a madman, abandoning the army that he was leading made me tear my hair out. It was so out of character. Up to that point, everything about his character was his resolve and leadership ability. Then he acted like a moron and almost got his entire army massacred, only to be rescued by sheer luck. Yes, it set up a cool visual. But it ruined his character for me.

When they thought they could convince Cersei to join their cause by bringing her one of the "dead" - so stupid - only got a dragon killed.