A Song of Ice and Fire is dark, and full of terrors. While everyone knows the Red Woman Meilsandre, the other priest of the Lord of Light often gets overlooked (despite accomplishing feats that make the red witch go pale). Thoros of Myr, who was little more than a roaring drunk who fought with swords that he set aflame, re-discovered his faith while saying rites over a fallen comrade, and the sheer power of the god R'hllor allows him to accomplish truly awe-inspiring feats.
Here's a simple guide for re-creating Thoros in the Pathfinder roleplaying game. Other members of the Game of Thrones cast, along with characters like the Avengers, can be found at Improved Initiative's character conversion page.
Attributes and Traits
Thoros, like pretty much the rest of the Game of Thrones cast, is just a man. A talented warrior, he's been known to win tournament melees, and he was a holy terror (no pun intended) during the war with the Iron Men. Not only that, but Thoros regularly drank enough to give Robert Baratheon pause, which tells you he was capable of handling copious amounts of alcohol. Beyond his endurance and strength, though, Thoros is a man who has been able to convince others to change their ways through the force of his personality, a trait which only became more pronounced after he and Beric Dondarrion formed the Brotherhood Without Banners and Thoros traded wine for faith... most of the time.
With all of that said, Thoros is a human with a high charisma score, a high strength, and a high constitution. His intelligence isn't sharp, but he has been educated. Though he's made foolish mistakes in the past, he has grown wise with the re-awakening of his belief in the Lord of Light.
As far as Thoros's traits go, you've got a lot of material to work with. For example, accelerated drinker (drink a potion as a move action instead of a standard as long as you begin the turn with it in your hand) is a good way to represent his life as a drunk. Flame-touched (granting you DR 1/- against creatures and attacks with the fire type) or sacred touch (touch a dying creature as a standard action to stabilize it) would be solid representations for Thoros's life as a priest of the Lord of Light as well. Just remember, whichever traits you pick, a trait you use a lot is one that you'll consider well spent.
Thoros is a difficult man to nail down. He's called the red wizard by some, and yet he isn't a wizard in the traditional sense. He prays to his god, and follows unique tenets that guide his hand and his leadership. A charismatic, fearless warrior in servant to a god of light, who lost any powers he may have had until he re-dedicated himself to his faith, Thoros's history is a clear fit for the paladin class.
With that said, traditional paladins are a little too flashy for Westeros. Thoros has no spells to command as the game's mechanics understand them, for example. Which is why a more ideal fit might be the Warrior of the Holy Light archetype on page 118 of the Advanced Player's Guide. This archetype replaces your spells with Power of Faith, which creates a nimbus of light around you that strengthens your allies. At level 14 (assuming you take your version of this character that high), you gain the Shining Light ability, which turns the holy light inside you into a weapon. Just the thing for when the White Walkers make their way south.
Feats and Skills
It's clear that the red priest has been educated. He speaks several languages, has a deeper knowledge of religion than most would think, and he's spent a great deal of time at court. Knowledge (religion) is a no-brainer as far as skills go, but Heal, Knowledge (nobility), and Spellcraft are also good investments. Thoros is no man's fool, especially now that he's found a purpose and a calling.
Thoros displays numerous small talents throughout the series. He's lit swords afire, which could be represented through the paladin's Divine Bond class feature. He's received auguries in flames, though the exact truth of these readings varies based on interpretations. Perhaps his most powerful ability, however, is to bring life back to the dead.
The can be done with a single feat: Ultimate Mercy (Ultimate Magic page 158). This feat requires a charisma score of 19, Greater Mercy (Ultimate Magic 152), and that you have at least 10 uses of lay on hands to sacrifice. So, in theory, you could be bringing back the dead by level 6 (if you take Greater Mercy, Ultimate Mercy, and Extra Lay on Hands, and boast a charisma score of 20, which is where the human's +2 bonus is going to be handy). Ultimate Mercy works as per raise dead, and if you don't have the material component for the spell (as Thoros never does), you can simply take a single temporary negative level which will fade in 24 hours.
This, of course, leaves a lot of feat slots open if you intend on playing this character past 6th level. So you need to ask what role you're taking, and what you intend to do. Is your Thoros a front line fighter, in which case you should invest in combat feats like Weapon Focus (longsword), Weapon Specialization (longsword), Power Attack, and Furious Focus. If you're going to be more of a distance combatant then Point Blank Shot, Precise Shot, and Throw Anything might be good choices. You might want to take Leadership to represent a group of followers that will obey your commands, or you could take Combat Reflexes and Bodyguard if you intend to provide support to front-line fighters. If you want him to battle demons then feats like Demon Hunter (Inner Sea World Guide 286) will give him an edge.
You can do anything, but remember Thoros is one part of a greater whole; he works best as a cog in a well-oiled party.
Equipment and Background
Westeros is a land where magic is just beginning to awaken again, so enchanted swords and mystical armor aren't exactly laying around. Thoros wears the remnants of his red robes, but he always has a longsword at his hip, and armor on his chest when traveling the dangerous roads. Alchemist fire is likely a weapon he would be fond of, but failing that holy water might be a potent weapon against the terrors that lurk in the night.
In closing, you need to ask yourself what kind of man your Thoros is. Was he a priest who found his true talents lay in the arts martial? Was he a warrior who found religion? Did he dishonor himself and his god, only to find redemption while whispering prayers over a recently-lost comrade? While a character conversion is about taking the spirit of a character and finding a way to represent it mechanically, you're free to put your own spin on a character's archetype to fit the world you're playing him in, and to make it more yours. So while you could lift the character chapter-and-verse from A Song of Ice and Fire, why copy when you can re-invent?