I really enjoyed the first episode. I didn't think they were going for shock value at all in the first few minutes, it felt more like they were setting the tone for what the series is going to be - which is not for the faint of heart. It's definitely set up to be rough and extremely adult oriented, which is right up my alley.
As someone who has never read the book and went in completely blind, I will say there was one scene in particular that had a bit of a shock effect to it. You have a good sense as the scene starts that it's not going to go well for one of the characters, but just not in the way it actually happens.