I think the problem with Jon and Dany is that attractive as they both are, they have zero chemistry with one another. I never thought either was a particularly good actor to tell you the truth, although to be fair Jon is always supposed to be a miserable git so Kit Harington isn't given much to work with. As for Arya and Nymeria, there may be a reason for that if the books have anything to do with it.
I enjoyed it. It wasn't without it's problems and it clearly was rushed but I've thought it was incredible all the same. The first battle with the dragon was amazing I think the rest of the season struggled to live up to it.
As for the books it was obvious the show was going to have to simplify a lot of it...a lot of plotlines and characters have had to be dropped for the sake of brevity. The show would never end if it went the same way as the books.
Jon Snow in the books should've been more broody and less idiotic haha i agree with Nymeria and Arya but usually they would at least drop hints of it before the season ends. When the next season starts, Nymeria would be a mere footnote in an epic story line, a small subplot if there are any, similar to what Littlefinger experienced in this season.
I too enjoyed episode 3, i think that's what your mentioning :) don't get me wrong, I love the season, the direction, not just how it panned out.