2. The Joker Mystery Only Comes Into Play Towards The End
The Joker's dead body is pulled out of a river, still smiling of course. And with The Dark Knight missing more than a few hours of consciousness, he doesn't know if he's the one who killed him. Annoyingly the first book spends most of the story establishing the world of this grungy, gothic Gotham. While at the same time introducing us to John Constantine and Boston Brand A.K.A. Deadman.
That's not a huge complaint, as they're both relatively complex characters and deserve their own development. But the story is the mystery behind The Joker's death. It felt like the book was dragging its feet until the end of the issue to tease that something more nefarious could be behind the villain's demise.
Of course suspense and pacing are excellent narrative tools in keeping the audience hooked. Book one of Batman: Damned keeps the reader's attention by showing that Bruce's mental state is fragmented, but it should have given us more clues about the Clown Prince of Crime's murderer.