The Tales of Dunk and Egg is a series of short novels by George R.R. Martin (über-short, when you consider the other stuff that he writes) set about 100 years in the past in the world of A Song of Ice and Fire. Dunk is Ser Duncan the Tall, a hedge knight (which is a knight who has no lord, sort of like a Ronin in feudal Japan), and Egg is ... well, if I tell you who Egg is, then it would spoil a bit of the first story. If you just have to know, you can run a quick Google search, but I'll leave that up to you.
The stories are good, and just as entertaining as the main series, even if they're not as robust. The characters are deftly-drawn, though not as complex, though we do get to know Dunk and Egg pretty well over the course of these three stories. In these stories, they're basically the Starks from A Game of Thrones: honorable, humble, and gracious. Egg is a little hot-headed, but is easily kept in line by Dunk.
The bad guys in the stories will be somewhat familiar, too, since they throw their weight around irresponsibly, by right of privilege alone. The good news is that in these stories, Martin forewent his usual trend of killing off all the characters you like, and let Dunk and Egg and the rest of the good guys survive a little bit longer. That might be what these stories are for, to be honest; palette-cleansers to remind us that there can still be a reason to hope in Westeros.
In The Hedge Knight, we're introduced to the characters, so a good chunk of the story is their background, and then the story becomes one of Dunk proving himself to be worthy of the title "Ser." In The Sworn Sword, we're introduced to Dunk swearing fealty to an older knight, and having to defend him against those who would steal his water during a drought. It has a cute and funny romantic subplot that felt so out of place in the overall series that I couldn't help but laugh and love it. The Mystery Knight is about as close as any of these stories get to being a standard Westeros story, as it involves political machinations and conspiracies, though not on the scale of what we've seen outside these stories.
What I like the most about these stories is how they fit in with the entire series. Dunk is mentioned in passing as having been a member of the Kingsguard in A Storm of Swords, and it's wild to see how he started off literally at the bottom of society and moved his way up to being one of the seven highest-regarded knights in Westeros. They also touch on the Blackfyre Rebellion, going into more detail, even though we don't see the rebellion as it takes place. We also see house names pop up here and there, and even get a few cameos of older characters who appear in the series proper.
I can't find anything wrong with these stories, but I didn't find a whole lot wrong with A Feast for Crows, either, despite other readers not liking it all that much. It's safe to say that I'm an A Song of Ice and Fire fanboy, as I look at the overall series when I consider how much I like one particular book. I'm even fine with having to wait for the books, since I want Martin to get them right. Even if all I can get in the meantime are these short snippets into the history of Westeros, that's fine with me.