I find the very beginning to be great as well. It sets up the start of the show nicely. Well, except for the glaring fact that you know nothing about their departure from Sandleford (I had read the book beforehand, but those without that prior knowledge would likely be confused as to why they're traveling in the first place).
That said, my favorite part of the series is what follows. I really like the episodes that take place in Efrafa (and The Raid, though less so). John Kurt's Woundwort is just too good. And the whole love obsession Hazel has until he rescues Primrose is mildly entertaining at times (and downright annoying at others, but details, details). But mostly I like the rescue itself. One of my favorite parts of the book is Bigwig's espionage in Efrafa as an officer. The suspense is fantastic. Though the suspense in the series isn't as good, they handled it very well and Bigwig had enough close calls to make the episode interesting. In addition, this part of the show has the most direct interactions between the protagonists and antagonists. You really don't see the same amount of conflict until the end of the season and then the end of season 2 through season 3.