I really liked the show, especially once after I got passed the first episode, but the one problem that the first episode highlights that remains throughout has got to be Holden, or at least, the guy who plays him. In comparison to the other strong and consistent performances that surround him, it shows just how weak he is and giving him the subplot with his girlfriend felt like an excuse just to give him something to do.
Beyond that, let's be honest here, the show belongs to the serial killers. They're the ones that make this interesting, especially Ed Kemper. He is to Mindhunter what Hannibal Lector was to Silence of the Lambs. And on a geekier point, combine the portrayal of Ed, the shoe-guy, and give it Mark Hamill's voice and I think you'd have the ideal live-action portrayal of the Joker.