1. It's Slightly Imbalanced To The Wrong Characters
The Umbrella Academy cast of characters is great and there's not one of them who ought to be excised. They're all cast exceptionally well and performed mostly without fault, but there are some that are more interesting than others and the show slightly frustratingly gives more focus than seems due to the less interesting ones.
Number One AKA Space Boy AKA Luther has a great gimmick and Game Of Thrones' Tom Hopper is well-suited to the role and the same goes for Allison AKA Number Three AKA The Rumor, but they're a little... dull compared to the others. When you're faced with Captain Sparrow on heroine who can talk to the dead (Klaus), a sassy, ass-kicking fifty-odd-year-old in the body of a 10-year-old (The Boy), a brilliantly caustic antihero (Diego) and a walking enigma (Vanya), you have to work hard. And unfortunately, the show seems to care a little too much about their less interesting melodrama than where it might more interestingly focus.
Ellen Page (Vanya) is also under-used - because of the nature of her arc, of course - and it doesn't help that her love interest Leonard feels a little shoe-horned in for the purposes of leading her story on and giving her something to do. Fingers crossed for season 2 where we'll get more of her.