Episode 4 comments (spoilers)
In the book, one of the most significant plot points concerning Blackthrorne's arrival to Ajiro was Yabu's proclamation that the pilot will learn Japanese within six months or all of the peasants in the village will be put to death. This greatly distressed Blackthorne. This does not happen in the series so far.
When Omi summoned Blackthorn to his uncle's (Yabu) house, Fujiko gave Blackthorne her father's swords, this happens later on in the series.
When speaking with Yabu, Omi was told he handled the confrontation about the pistols badly. Blackthorne told Yabu he would kill himself if the edict on the peasants was not lifted. Yabu refused, so Blackthorne tried to slit his own throat. Omi stopped him from doing so. Yabu backed down and said that any amount of the Japanese language that Blackthorne learned would be enough. This also did not take place in the series.
The murder of Jozen and his men was also much different. Several of them were killed on Naga's orders with muskets. Jozen was bayoneted and left for the dogs while his soldiers were allowed to commit seppuku. The series has them all mowed down by distant cannon fire.
The book makes it clear that Mariko did have sex with Blackthorne that night, but she convinced him it was a maid anointed with her perfume that was with him instead. Fuji of course knows everything happening in the house, including Mariko's adultery.
Other than the killing of Jozen and his men, the TV series omits or changes all of this. I was amused at how the smooth-bore cannon were so accurate; never missing the target.