I don't mind a little mystery in a show, but when the character finds out the truth, I think we as the audience should, too. When the music came up and drowned out Coulson's revelation to Skye, that irked me! So now everybody in the show knows about her, it's just the audience who doesn't know. I don't like that.
I think the reason they did the music bit was because we already found out what happened during the course of Coulson and May's investigation (i.e. - she's an 084, an entire village and multiple SHIELD agents died to protect her, and SHIELD purposefully moved her around the foster system to keep her safe). Having a rehash of same information would only serve to distract the audience from Skye's reaction to that information, and at that point, her reaction was important story-wise.
Speaking of which, it's great to see Chloe Bennett opening up and becoming more and more human-like (I guess that's pretty meta considering the story) and less like a barbie doll caricature of a person.
We still haven't learned everything about her, though, such as who she really is, where she really comes from, and why she's so important that people wanted to get to her as an infant.
On another note, for the Marvel fans amongst us, did you catch the three name-drops?
I'm sure everyone caught Bucky Barnes' name.
Donnie Gill, the super-smart guy that survived the ice-storm, is better known as a member of Iron Man's rogue's gallery named
Blizzard.
Also, the crack about "falling asleep in Doctor Vaughn's history class"? Possible allusion to
Wendell Vaughn?