The seasons are not simply magic:

http://www.reddit.com/r/gameofthrones/comments/1j9yga/no_spoilers_why_are_westeros_winters_so_long/cbcm0q5

"He said that ... "something else" was at work, and by the end of the series, we would all know what it was."

Something is 'going on' and for maximum effect the clues need to be there from the start (which works for me as a n00b reader). The start of the series and the start of every TV episode.

Some believe planet Earth is hollow:

http://i.imgur.com/37oAx7Z.gif

(apparently some Nazis thought that was how over-the-horizon radar worked).

The start of every episode shows that the story takes place in a world that slopes ~up~ in the distance:

http://i.imgur.com/ZwTaZj0.jpg

Some theories are that the entrance to the inner earth is the poles -- the 'First Men' came from the north because they entered at the north pole.

Some believe the 'Northern Lights' (a "curtain of light") is the inner sun reflecting light on the external atmostphere.

http://i.imgur.com/g7DQth7.jpg

Bran sees them in his dream when he looks to the North - "Bran looks beyond the Wall, and beyond the curtain of light at the edge of the world"

http://awoiaf.westeros.org/index.php/A_Game_of_Thrones-Chapter_17

Old Nan

Rob: "One time she told me, the sky is blue because we live in the eye of a blue eyed giant name Macumba"

Bran: "Maybe we do"

"The moon is no egg"

http://www.youtube.com/watch?v=F9_h0egj9YY

If the dragons came from a "second moon", that doesn't mean they came from the void of space (if the sun and moon are inside a lollow earth).

Years pass 'normally' as the planet rotates around the sun, but winters/summers last longer than years because the internal sun has an odd/erratic orbit.