OK, restating since we're starting over
I thought the Pilot did quite a bit to establish the necessary details of the series. Settlements on numerous worlds hosting colonists with literally nothing more than the clothes on their back (thus explaining the simplistic furniture), a defeated soldier turned smuggler, and the whole Simon/River story which is the real core of Firefly.
I don't know if I was confused by the whole Unification War opening segment. Upon rewatches it fits and makes sense. I don't remember what my initial reaction was, if I was lost or whatnot.
Spoiler about Book's reaction to the killing of the Fed at the end of the episode:
Another thought I had watching the first episode. The Reavers are supposed to be wacked-out crazies living on the edge of sanity. We'll see just how wacked-out pretty soon. The Reaver ship passes Serenity and keeps going wherever they are going. Serenity lands on the moon. Suddenly, the Reaver ship turns around and homes in on Serenity's (nearly) exact location! What are the odds and what kind of equipment would it take to do that? Talk about finding a needle in a haystack. And wacked-out lunatics were able to do it? Really seems one of those too-convenient/because the plot called for it moments.
I liked Patience as a villain or foil. Had the series continued, I'd have liked to revisit her again.