Are all the chapters in the book of A Game of Thrones covered in the first season of its HBO adaption?

Pretty much, but some early chapters of the second book have been moved forward to the first season finale, (i.e., Lord Mormont led two hundred rangers beyond the Wall to investigate the wildling and undead threats, and Yoren disguised Arya as a boy to sneak her out of King's Landing,) which provide better transitions/cliffhangers to Jon Snow's and Arya Stark's stories into the next season.