Yeah, I was telling my roommate, who I watched it with, that I can't recall an Urobuchi show ever having a strong opening. I mean, Madoka's opening isn't weak by any means but it's also not great at holding people's attention, and Fate/Zero has one of the least compelling first episodes of anything I've ever seen (hour running time and all).
It's just that I'm having a hard time imagining how this show could get much more complex. It seems very earnestly simple. Not that that's a huge problem, I'll keep watching anyway, but I can see how some people might not be immediately hooked. And of course there's plenty of room for me to be surprised