1. Rather than clicking on them, hover over each header. Almost all of them have content divided into pages that exist below each header.
2. Similar to Wikipedia, each page has all important content hyperlinked. So, for example, in reading about the Night’s Watch, you will find mention of White Walkers and have the opportunity to click on a link to be taken to a page with more information on White Walkers.
3. When you click on a hyperlink and get taken to a new page, scroll to find what you are looking for. For example, if you click a hyperlink for Winterfell, it will take you to a page for the North. You have to scroll down a bit to find that there is a section of this page dedicated to Winterfell.