A confession right off the bat: the Hobbit films have infected my mind. For a brief moment, I read the first sentence and a half to indicate that Doldo was riding a deer.
I feel like randomly naming their children after tribes of the Quendi is a very Hobbitish thing to do. Given that the story takes them into a very unfamiliar place (for Hobbits), it's nice to see elements of the same lightheartedness making it through. Mallie takes the trophy for this, with the Best Line - "You didn't expect me to invite them to tea, did you?" - and her very Hobbitish concern for the family trees.
I have to say, Mallie is just straightaway my favourite character. Lorien (or "Lorien", presumably) comes in a close second, for the learning-to-talk sequence at the end of Chapter 2; it just charms me.
In fact, the characters are the thing that really jumps out for me in this story. All five of them are wonderfully distinctive, and get there very quickly. That's unusual for me - I tend to get distracted by worldbuilding and plot (fairly minimal in these first chapters), or by language use (which also popped out: the use of 'tumult' to describe the coming of the Orcs - the "din-horde" of Sindarin - is the example that first snagged my attention), but in this instance the characters - forgive me, Noldo - really sang.
hS