The shadow baby thing was right out of the books, and while it was creepy in the books I think HBO managed to top it
I wouldn't worry too much Pud. This(and the follow up next week) is about as extreme as the magic gets in the novels.
They are changing some things from the books but really the overall narrative is staying intact(other than Stannis';s sex scene with Melisandra).
A lot of the changes are very slight. For instance in the novels the new Captain of the City Guard is not Bronn - but instead of introducing a new character who would have no importance they just decided to slap Bronn with the title.
It's little changes like that that don't change the overall story but help from having a huge cast get even larger.