I am new to the GoT LCG and I had a question about the Houses used in the game. Is a player allowed to only add cards associated with the House they are playing as, or can they include cards associated with other Houses too?

You may only use cards from your Faction (plus Neutral cards).

If you use a "Banner" Agenda, you may include cards from another Faction (as per the instructions on the Agenda card).

Said another way, all cards in your deck must match your faction card, or be neutral - unless some card effect says otherwise. Such card effects appear primarily on the "Banner" Agendas, printed on the opposite face of each Faction card. When you use them, follow the instruction on their text.