My main problem so far is that Ash is such a generic broody mysterious past-type protagonist; there is nice potential there by having him have that link to Xion already and being an orphan (who maybe is a result of experimentation?), but, come on, even with all the mystery they could still have given him a more interesting personality.
Also, I get they want to show the darkness and danger, but I just hope they don't continue with the obvious red-shirt shock deaths in every episode.