In 2011, HBO began a series based on a set of books whose legion of fans had exacting expectations. “Game of Thrones” required condensing a vast narrative, visualizing wonders like dragons’ flight and creating a world that spanned continents.

HBO’s new series “My Brilliant Friend,” based on the wildly popular Neapolitan novels of Elena Ferrante, is a different but no smaller challenge. The story of a febrile and rivalrous friendship between two girls in a working-class Italian neighborhood in the 1950s, it is as intimate as “Game of Thrones” is sweeping.