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I actually liked Nat, a secondary character, and more later, the best. I liked his stand-offishness, and like how he developed through the story and warmed more as the story went on.
The middle where Lucy learns her powers is a little dull. While it is good to see her grow into her powers, it is slow moving and goes on for a bit. It was from here (towards the end of this 'section') that the story picked up. Things started to happen, and it was fast moving as the events unfolded. It did end a bit to easily and conveniently, but I was enjoying the story by this point so it didn't detract from it.
One pet peeve, and I only bring this up because I seem to be reading it in all the books lately - "I let out a breath I didn't know I was holding". *Sigh* Is this a trend now or what?
Overall, this is a great start to the trilogy and the mixed pacing, in the end, didn't stop me from liking the story.