Daenerys could view the war as a fight for liberation in some ways. Just as she wants to free the slaves in her world, she might empathize with the countries fighting against tyranny in WW2. However, she would also be horrified by the death toll and the fact that civilians were so often caught in the crossfire.
Jon Snow would likely be drawn to the heroism shown by soldiers on the front lines. He is used to fighting for what he believes is right in the North. He might see the Allied soldiers' struggle against the Axis powers as a noble cause, much like his fight against the White Walkers. But he would also be confused by the different ideologies at play, as his world in 'Game of Thrones' has a more straightforward view of good and evil in many ways.
Cersei Lannister would try to manipulate the situation to her own benefit. If she were in a position of power in a WW2 - like scenario, she would likely form alliances that served her own interests first. She might see the chaos of war as an opportunity to gain more power, but she would also be in over her head when it came to dealing with modern military strategies.
Jon Snow might see it as a chance to finally make the North truly independent. He would probably use the gold to fortify the Wall and protect the realm from the threats beyond. Sansa, on the other hand, could use it to improve the living conditions of the people in the North, building more shelters and providing food during the harsh winters.
The younger characters in 'Game of Thrones' like Arya Stark and Sansa Stark could be quite taken with the Beatles' music. Arya might find the rhythm and the lyrics inspiring in her own journey of self - discovery and revenge. Sansa, who has always been more into the cultural aspects of court life, would likely see it as a new form of art to be embraced. The more traditional and conservative characters like Lord Walder Frey would likely condemn it as a foreign and ungodly noise that goes against the values of the Seven Kingdoms.
Cersei would likely be furious. She sees Sansa as a rival and the idea of her father marrying the girl she hates would be intolerable. She might try to undermine Sansa at every turn. Jaime, on the other hand, might be more indifferent. He has his own issues to deal with and may just see it as another one of his father's political maneuvers. Tyrion would probably be amused and a bit worried. Amused because it's such an unexpected pairing, and worried because he knows how dangerous his father can be and how vulnerable Sansa is in this situation.
Daenerys Targaryen would likely see the navy destroyer as both a threat and an opportunity. She might try to either capture it and add it to her forces or form an alliance with its crew if she believes it could help her in her quest for the Iron Throne. She's used to having powerful weapons like her dragons, and this could be another tool in her arsenal.
Jon Snow would likely be very cautious. He's used to dealing with magic in a more traditional Westerosi way, like with the Red Priestess. The Infinity Gauntlet would be something completely new and he'd probably be worried about its power corrupting those around him.
For characters like Arya, she might be a bit skeptical. She's used to her own real - life adventures in Westeros, and seeing some far - fetched fanfiction might make her roll her eyes. However, she could also find some that are really well - written and get into it. And for Cersei, if the fanfiction shows her in a bad light, she would likely be furious and want to put an end to it. But if it gives her a more sympathetic view, she might be secretly pleased.
The Lannisters would be terrified. Cersei, in particular, would see her power slipping away as Robert would surely not tolerate her and Jaime's relationship any longer. Tyrion might be more ambivalent, seeing an opportunity to perhaps gain more influence or at least not be at the mercy of his family. The Starks would be cautious. Ned's children might be resentful of Robert for leaving them in a precarious position after his death, but also might hope that he could restore some order.
The Hulk might be seen as a sort of monster in the context of Game of Thrones. Just like how they have direwolves and dragons, the Hulk could be another mythical - but in this case, suddenly very real - creature. He could be shunned by some and perhaps worshipped as a god by others, depending on how different regions of Westeros react to his existence.
Naruto would likely adapt by trying to bring peace. He'd see the wars and power struggles in Game of Thrones and try to use his talk - no - jutsu to make people see reason. He'd probably befriend some of the underdogs, like the smallfolk, and try to give them hope. His ninja skills would also come in handy for self - defense and getting around quickly in the different terrains of Westeros.