There are some things that I find a bit hard to believe though, but I'll put them in spoilers...
First of all the shoe of Paul. Dex is really anal about everything, so I find it hard to believe he doesn't notice Paul is missing a shoe, first when he puts him in the car, but especially when he's at Paul's hotelroom where he lies him in bed. It's interesting for the story that his GF now found the shoe and maybe will doubt Dexter... but I'm not sure if I find it believable
Second of all, the cops found the original name of 'Rudy', which obviously is Dexter's brother (brilliant conclusion btw), but I'm pretty sure the truth will come up that 'Rudy' had a little brother, and that brother was Dex. I don't understand why Dex didn't just tell the cops he found out that Rudy was somehow after him, and in the end no-one would have to think Dex himself was a nutjob: Rudy could have been the crazy one and Dex the normal one, because of the adoption.
It would explain everything, instead of keeping everyone guessing. Now Debs is wondering why Rudy picked her, while there's a totally plausible reason (jealous nutjob brother of Dex).
There was no reason for Dex to keep it all a secret
Ow, I still think Doakes is a bit of douche btw. If he puffs his chest up any more, we should paint him white and call him Michellin.
I hope the 2nd and 3rd seasons are equally as good, although this is a tough act to follow.

EDIT
PS: Many people in reviews seem to describe the series, and especially Dexter, as 'disturbing'.
Am I weird for not actually finding him all that 'disturbing'!? TBH, I think he's pretty 'normal'. He kills bad people. What's wrong with that!?
What do people find so disturbing about all this? Is it Dexter himself, who's kinda without emotion? Is it the blood and the murders? Is it about people like Dexter that seem completely normal, but could be faking it!?