When I saw the cost of some of the more powerful characters (like Ned and Robb Stark) I incorrectly assumed gold would be carry over to the next game turn. But according to the new article on challenges, found here...

https://www.fantasyflightgames.com/en/news/2015/5/18/battle-for-the-throne-1/

...gold is still discarded at the end of the turn. " Finally, you must return all unspent gold to the bank and if your hand size exceeds your plot’s reserve, you must discard until you meet your reserve. " That's going to make those 7-gold characters pretty pricy to get into play. I played the 1st edition of the game exactly once with my friends (who were huge fans of the game) years ago, and vaguely remember locations added gold to that generated by your Plot card in the 1st edition of the game. Am I misremembering things?

You are not mis-remembering. Modifiers to bump up the gold generated by your plot card appear on all card types. There are also a lot of effects that lower the cost to play various cards. The higher cost of the cards may be compensated by more numerous and/or robust modifiers.

From the plots spoiled so far, though, the average gold value on the plots themselves seems to be higher in 2.0. That could also compensate for the generally higher cost of characters, too. Or it could simply be that FFG is consciously trying to make it harder to swarm the board with low-cost characters.

The prices are spread more, so there are much expensive characters and other cards than in 1st edition.