I am in a small country in the middle east called Bahrain, I intend to use the House Stark logo design of Game of Thrones as my company logo and name, is that legal ? however I am in another country not U.S ? what if I registered it as my own Trademark in this country ? is this design or logo a registered Trademarke in U.S ?
The emblem of House Stark is copyrighted by someone, under the Berne Conventions. The copyright almost certainly is valid in Bahrain. The penalties for infringement, and the details, vary from jurisdiction to jurisdiction, so I can't give you any advice there. However, if your business gets known, you're almost certainly going to be in legal trouble, and you'll at the least have to change your logo.
You can check the US trademark status at the US Patent and Trademark Office. Even if it isn't registered, you might have problems, since the TV show has been using it longer than you have, and I assume it's watched in Bahrain. Two different businesses can generally use a trademark if they're in sufficiently different fields that there's no chance of confusion. If you're in any sort of entertainment field, that's likely to be too close. (If you're doing wedding supplies, you probably don't want to use that emblem anyway.) This is guesswork based on US law, since I know nothing of Bahrain trademark law, but the same principles might apply.
Bear in mind that, even if this is all legal in Bahrain, if you want to expand your business outside the country you need to worry about what happens everywhere you expand to.