I think about the only thing that didn't initially work for me was Miller getting obsessed with Julie Mao in absentia while investigating her disappearance.

This is the biggest weakness in the books, too -- well, that and the general absence of women's points of view at all in the first book. (The authors levelled up to a point that, by season 5, I felt like the TV series was the inferior version.)

Given she tortures someone in her introduction scene, I was sure she'd be the designated villain, but no, it's more complicated than that

That scene wasn't in the books, and indeed, everything about her character in the books is in opposition to that scene -- and since Chrisjen's characterisation otherwise follows the books very closely, it was an odd and gratuitous choice.