Yeah, I thought it was a good first episode. Fair enough they didn't really reveal that much but when you think about it isn't the fact that so many questions are left unanswered the reason why we keep watching?
During the break between the series I watched an old TV series called 'The Prisoner'. I'd recommend people give it a watch as I'm sure that the creators of Lost borrowed alot of ideas from it!
Cheers,
Andy