White walker scene, there are certainly theories, and it definitely is not an obvious scene, but it's not "lol wtf this show is so ridiculous!" Also remember that they white walkers did not kill all of the men in the first scene. Maybe this was more spelled out in the book, but maybe it will be better explained in season three. You're really letting your book knowledge cloud your view of the show here.
Tywin lives weeks away from Winterfell and would have had exactly zero reason to visit in the past 10 years. He was never in Kings Landing while Ned was the hand. Why would you assume he knows what Arya looks like? Pretty sure Westeros doesn't have facebook yet... Furthermore, while he was in possession of Arya, he was under the impression, and had no reason to think otherwise, that Arya was being held captive along with Sansa in Kings Landing. Maybe things are different in the book, but as shown on the show, it made perfect sense.
It was quite clear how snow got separated. The fact that they left him alone with the Wildling chick was maybe a tiny little stretch, but once he chases after her through and unfamiliar terrain, it would be pretty easy to get lost. His men are behind enemy lines and in an unforgiving environment, it's not surprising that they weren't able to just locate him lickedy split.
I wasn't a huge fan of the storyline across the Narrow Sea, but that was mostly because it was so detached and everything in Westeros was so incredibly awesome. Still, I thought it was solid, except for her lol magic deus ex machina. I'm a little worried about how they'll manage to balance the magic in future seasons, but not too worried, this show is beyond awesome and you just suck at watching it.