I have been an inveterate scrutiniz-er of all things shown via books or maps during a show. As mentioned above, I utilized freeze-frame and squinting with my head tilted to the side to harvest as much information as the show would yield. Like the History Book of the King's Guard and the Giant Tome of Ancestral lineage – Westeros. There were quite a few maps as well – starting with Season One where Maester Luwin was trying to teach Bran the history of Westeros and all Bran wanted to do was... anything else. (Hee! So he was punished for his inattention by having to become the repository of ALL the hisory of Westeros. Cruel and... unusual.) There were quite a number of maps we were shown and I laboured over them all, but I can't remember when or where they came up. The Bran one is the only one that really stuck with me. I think maps generally came up during battle planning. There was a LOT of that.
So, I think a had a reasonable knowledge of the general location of places, but not fully accurate. I don't remember seeing Last Hearth anywhere, so it's always been “out there” (waves hand in indeterminate direction). So, the credits this Season were a “Gods” send (the Old Gods) in that respect. I also realize, in retrospect, how tragic it was for Sansa to send little Lord Umber to bring his people – after she'd learned that the WW had breached the wall.
So, here's what I ended up knowing up to this Season:
Dragonstone – I can't remember when, but I think it had to have been after we were introduced to Lord Lobster (Stannis). Freeze-frame works reasonably well for the credits and each new location was added to them. (something I may have learned from WhiteStumbler)
So I knew it was an Island and gradually learned that it was at the north edge of Blackwater Bay (perhaps only after that battle) and that the Vale and Littlefinger's “Fingers” were north of that. All on the East Coast.
Highgarden – Located in the Reach. Possibly called that because it reaches all the way from the edge of Kings Landing to the south coast. It boarders 5 of the 7 “wards” of Westeros.
I knew it started close to King's Landing but thought of it as an amorphous blob in the middle of Westeros. Never imagined it actually had a coast.
At least you pretty much got this one correct. Your “transit map” youtube link added the information that the area just north of it (belonging to The North) was marshy and treacherous. That explains why it was either The Twins or the King's Road that most people had to use to get south of The North. That's helpful to me. I know Robb sort of explained why he had to cross at the Twins, but now I understand.
Storms End - Located in the Stormlands. Can't remember when I learned that the Stormlands were also situated just south of King's Landing and along the east coast. I'm guessing that the scenes leading up to Renly's death must have been situated there. That would be our only glimpse of the Barratheon lands. I actually forgot where they were situated after a while, so I must have learned it early on when there was a reason to care about where it was.
Two out of five so far, Ging. I do remember learning where this was located in Season 2 from Robb's battle planning maps. So, he fought the Lannisters via friendly territory (the Riverlands, seat of his mother's family) and close to where Tywin and the Lannister armies were laying waste to the Riverlands, but also close to Casterly Rock – with both a river and a road to get there. This was the map (IIRC) where I learned where the Iron Islands were as well.
I thought Dorne took up ALL of the south of Westeros. I also thought there must have been difficult and high mountains that kept it so separate from the rest of Westeros and therefor it was not quite the same. Some of this may be true in that the map you provided doesn't show any roads from any of the other “wards” into Dorne. Access by sea only.
One error I made was that, despite the opening credits. I kinda thought Braavos was located at the south end of Westeros in the Dorne area!. Duh. I even knew it was a city state of Essos, but that's where my mental pictures place it!
The Eyrie – I knew the Eyrie was east, but I don't quite know when. Possibly after Catelyn abducted Tyrion and took him there.
What the map you provided shows, however, was how the Vale could choose to stay out of the conflict Littlefinger nurtured. It had nothing to offer but troops and sanctuary – both of which he needed.
Another one pretty close. (south of the middle and west side of the North, but not coastal) I think it must have been the battle maps of Season two that helped here. I didn't realize for a long time that Harrenhal and the Inn at the Crossroads were also part of the Riverlands. Maybe not until the Hound and Arya went on their road trip. But I did know they were west of the King's Road.
Essos – I new early on that Essos was the continent east of the Narrow Sea. From the Varys and Magister Ilyrio plot line and Robert and Ned conversations. I also think you and I had a conversation about all this back on TWoP, Ging. Things like:
What is north of beyond the Wall? Does it reach as far as Essos?
What is west of Westeros?
How far east does Essos stretch? (we were told at least beyond Ashai* to the shadowlands)
*(corrected the spelling of this word from seeing it on the map)
Pentos – freeze-framing the opening credits showed that Pentos was pretty much directly east of King's Landing which explains why Ilyrio could sneak over for a quick visit with Varys. (no, it doesn't, because he'd be seen sailing into Blackwater Bay. But we did learn from Davos about the beach where a boat could be rowed into shore discretely, but Varys and Ilyrio met in the tunnels under King's Landing so it may have been the access that Tyrion knew of that helped him win the battle of Blackwater.
Qarth – Honestly, I'm still not clear where all the places in Essos are located. Seems that the bigger city-states are along the west coast of Essos and the Dothraki (deserts) and the Lamb people lands are farther inland.
I need to search out a map of Essos as good as the political one @gingerella found for Westeros.