Please note that I said "a start to the series." I have no problem with the episode, overall (save for some minor bits here and there). However, I think that it Mal is fine as a character, and have no problem with the darker tone.
However, and me being me, I am far more invested in someone who I understand better, and feel that the crew is better introduced in Serenity. That's me though.
See, even there I would disagree in a way. Sure if you've got 84 minutes instead of 42, in a sense it can't fail to introduce the characters better. But The Train Job is just unspeakably efficient.
Look at just the scene in the bar, which isn't even the whole teaser: you've got some kind of multicultural frontier setting (they're in a Western-looking bar, but there's a Middle Eastern belly-dancer, Mal speaks (swears?) in what sounds like Chinese). The belly-dancer passes Mal a note, so there's something secretive going on. Mal is established as being sort of light-hearted (the banter with Zoe and the loss of the game), but at the same time has some kind of strong undercurrent of belief in his opposition to whatever "unification" was, since he can't just let slide what the loud-mouthed, drunk guy says. He's slightly sarcastic, a clever and somewhat ruthless fighter, principled. In short, instantly likeable in a Han Solo sort of way.
Zoe is clearly some kind of more straight-laced loyal sidekick, and there's a military dimension, since she refers to Mal as "Captain" and later "sir", in contrast to Jayne who relates to Mal much more informally. Mal and Zoe have some kind of long-serving understanding, since she knows exactly how Mal is going to deal with the drunk guy.
Jayne seems to have some kind of slightly unreliable younger brother thing going on. When they get into trouble, his reaction is "hey, I didn't fight in no war. Best o' luck, though." and outside the bar Mal says "hey, is Jayne even...?!?" ('fighting', or 'with us' presumably) but then we see he's taking on like 5 guys at once, so he's clearly a great fighter and loyal at the end of the day.
Geez, how much more do you want for your 3 minutes? And the whole rest of the episode is like that.
For the next hour, everything in this post is strictly based on the available facts.