I don't know much about the game yet, but I'm interested in learning. I also would like to have a good Lannister deck around Jaime. Can I get some suggestions on what I'd need to buy and what I'd try to build?

Check out the new player thread in my signature. You should be aware that many unique characters, including Jaime Lannister, have multiple versions. Also, some decks base their entire strategy around one character, such as Beric Dondarrion, but for most this is not the case.