There are a lot of minor ones, the screenplay basically takes the major plot points of the novel and rewrites the intervening bits. A couple points that stand out:
Teng Zi Jing isn't really a character in the book. He does exist in the book but he's just a guard to the Fan family and doesn't really have a real relationship to Fan Xian. He also doesn't die (at least not in the timespan of season 1). His death was a pivotal plot point to the screenplay, adding motivation to FX's actions so in some way the lack of his death fundamentally changes FX's characterization.
Fan Xian is darker as a character in the book. He's more of a pragmatist who will ruthlessly destroy anybody against him and less of an idealist who wants to improve the world. For instance, he himself tortures Si Li Li in the book which was removed and reversed in the screenplay. He also doesn't have the same reaction to his mother's words on the monument where it seems like he embraces her vision of an improved world.
Yan Bing Yun never stabs FX in the book (at least not in season 1). The whole thing just doesn't happen, they make it back to the capital without incident. I don't know what ramifications the stabbing will have.
The book goes into way more detail about FX's qi techniques and whatnot. This could be a plus or a minus, depending on how much you like learning about qi techniques.
When I say not in season 1, I just mean that I haven't finished the book but I've gotten most of the way there and waaaay past where season 1 of the screenplay ends.
The overall plot is pretty similar and I'd say all of the main characters are very similarly written in both versions other then TZJ.