that they showed he gets captured in the first scene. I liked it as I think it builds tension throughout the series. my wife did not like it as she would have rather been surprised.
I don't like, in general, stories that play games with the audience. It is so prevalent these days that people seem to think it is normal, OK, or boring without it ... but, I don't like it.
In general though I am really impressed with this series and the subject and the way it is treated, plus - it gives a real background to what is going on in this region today, and how messed up Syria is, and how festeringly corrupt the whole Muslim world is.
I also like that Sascha Baron Cohen is not the handsome dashing leading man, he is a normal guy, in fact kind of hard to look at or relate to. He does a great job in this, and he was perfectly cast, and acts the hell out of this roll. He is 10/10 in comedy, but with "The Spy" he shows he can really act and do a great job, and not that but he can pick roles and properties.
Also, Noah Emmerich is great too. I really noticed him in the series "The Americans" but he is also great here as well.
Since it was based on a true story which is very well known in Israel (although not so much outside of that country) there would not have been much point aiming for a cliffhanger ending. Though I did hope that somehow he would be saved at the end (or at least shout out something like 'Long live Israel' as he went to the gallows).