To answer a few questions without spoiling too much,
- There is a reason for Ayu's diminutive nature and childlike behaviour. It will not be explained so soon though... as it is part of the Ayu's arc, which in all likelihood, is going to be the backbone of the plot.
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- Speaking of which, yes, there is a plot. However, Kanon is not meant to be a high-paced comedic romance anime( like say... Love Hina). It is more of an atmospheric drama, with the story slowly building up before it reaches critical mass and goes *BOOM!* Surprise!
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- For us coots who have already been spoilt on the storyline, the element of surprise is no longer there, but the drama remains, and we also get a kick out from all the fan-pandering that has been inserted into the first episode. For me personally, I am looking forward to see how they animate Mai's action scenes. Given that this is the studio that brought life to FMP:TSR's combat, I am peaked about it.
Cheers.