I was really quite impressed by this first episode. I thought Patrick Jane was a really interesting charachter and about as arrogant as they come, but it all a facade. He knows he appears smart, and uses that to wind most everyone up. Inside the guy has a real anguish and torment. For as smart as he appears to be, what happened in his past, shows he really doesn't have such a clear understanding or insight into human nature, and he paid the heaviest price possible.
The start of the episode also reinforces this, he is correct in his deductions but has no idea what the consequences of his actions are.
I enjoyed the dialogue in the episode, and thought all the charachters were interesting. I am looking forward to the next episode