I might have missed it, but i didn't really get a good sense of how the kidnapped kids went from being upset/traumatized to accepting their new situation and being all casual about their upcoming trip.
Otherwise i'm pretty into it, it's very intriguing so far.
Edit:
Also, can all daemons change from one animal to another, or is it just Lyra's? Is it somehow based on her emotions at the time, or what's the reasoning behind it?
they're kids.Give them food, shelter, and a good enough story and they'll believe anything. Hell, you can say there's an invisible man watching and they'll believe that until the day they die!