I rewatched all of Season 2 on blu-ray before this season started. So I was a few days late getting to the opener. All in all, I really liked it. Just enough of each story (except the Stark kids as Nicklab points out) to move along. There definitely seems to be a different take on Margery in the show too but this was already developping to be different last season.
I'm also a little puzzled by the developments in Astapor with Dany. I recall that Ser Barristan Selmy had disguised himself for some time as "Arstan Whitebeard" in the book, and had been accompanied by Strong Belwas. However, I think the disguised Ser Barristan worked far better in the book than it does on screen. A beard and a cloak don't really serve as much of a disguise for the viewing audience.
It definitely felt like they fast forwarded this whole part. I seem to recall that Arstan Whitebeard didn't reveal his identity until late in this book. I wasn't surprised when Ser Barristan announced himself given the "Previously on..." snippet showing his exile from Joffrey's court.