Yeah, Mando seems very naive. "We've seen other Mando's, follow us to a secluded area with a group of absolute strangers, trust me, we won't rob you at all, you know there's a massive bounty on your head, but let's join eachother on a little stroll into the middle of the ocean"
I think the only thing actually "missing" from the show, is a familiar main character, every SW movie (save Rogue One) had familiar main characters. If the audience doesn't know the main character, they won't be as invested as they would if it was a Solo or Skywalker, Calrissian, etc. All we know is this guy was raised by a tribe of Mando's and hasn't learned much other cultural groups during his growth. He knows his tribe, and that's basically all we know about him. Baby Yoda is a force sensitive from Yoda's species, and that's all we know about him. Trying to root for an unknown is kinda odd, but we do know SW lore, geography, weapons, vehicles, etc., so we just go in being 100% interested by default.
Everyone wonders why Boba Fett has such a following. The simple answer is: He didnt have much of ANYTHING, besides... HE'S A COOL LOOKIN TOY! Which may be the same with Mando and The Child.