Bethesda Game Studios, developer of Elder Scrolls and Fallout, could be working on a Game of Thrones project. There’s very little detail however, and it’s largely supposition at this point.
There doesn’t seem to be any obvious explanation for the mention of Bethesda beyond it being the gaming company. However, the sheer scale of the Bethesda organization means it’s hard to tell what type of game it could be, with mobile apps, standalone RPGs and MMO games all a possibility. The Target connection would suggests some form of installation disc however.
Bethesda isn’t commenting on the rumors, though Gamespot noted a previous quote from the company’s Todd Howard that “We have two larger projects that are more classically the scale of what we do, but even bigger.”