The first encounter of the first adventure of the new edition of your flagship product is something you would want to get right. Luckily, Keep on the Shadowfell does.
More or less.
Like it or loathe it, 4th Edition is about combat. Keep on the Shadowfell wisely kicks off its story with a brawl, and it's probably fair to say that if nothing in this first encounter gets you interested then you're probably going to be disappointed by 4th Edition as a whole.
The story goes like this: five travellers (the players) meet on the King's Road, an old and broken down highway. The travellers discover that they are all heading for the nearby village of Winterhaven - but before they can finish their introductions, they're beset by a marauding band of kobolds.
There's a small technical hurdle to get over in running this encounter; for space reasons, the encounter description does not show the full battle map, making it seem as if the kobolds will be spawning practically on top of the players on the first turn. Also, the kobolds, who are supposed to be "hiding behind boulders", are unfortunately depicted on the wrong side of the boulders -making them plainly visible to approaching players.
Still, these are minor problems for a semi-competent GM, and even if the kobolds are placed in their buggy incorrect locations it won't particularly break the encounter. This scene, entitled "Kobold Brigands", is more about demonstrating the improvements that 4th Edition has made to combat, some of which are:
* Variety in monsters - despite all the enemies being "kobolds", they come in three flavours, including an unthreatening rabble of "kobold minions", a pair of more menacing "dragonshields", and a ranged "kobold slinger". Plus, all three types of kobolds have more options than just rolling to hit - they're kitted out with some low-grade movement exploits, they get "mob attack" bonuses for stacking onto the same target, and the slinger's ranged attacks inflict some aggravating debuffs on his unlucky victims.
* Tactical positioning - Even a relatively unassuming location like a road through a forest turns out to be rife with tactical possibilities. Boulders block line of sight, gravestones provide cover bonuses, thick copses of trees can create a tense game of hide-and-seek, and during all this it will soon become apparent that location plays a key role in the core mechanics of virtually every player class.
* Minions - Borrowing from systems like 7th Sea, D&D 4th Edition introduces the concept of "minions", monsters with fixed damage and only one hit point. These simple-to-run thugs let you field small armies of monsters without slowing down your game. I love them.
* Teamwork - Both monsters and players are significantly more effective when they co-ordinate with allies; players who don't quickly start working together will have trouble getting to grips with these new, agile kobolds, and will likely take a mauling from the "mob attack" ability. This is one of the few places where 4th Edition game mechanics support the goal of "roleplaying" implicit in the product's legacy.
Keep on the Shadowfell isn't exactly gifted at storytelling, but the "Kobold Brigands" encounter is one of its narrative successes. Players get a good feel for who their characters are and what they are good at before they're called upon to start playing "in character". It helps prevent the disconnect that occurs when a player claiming to be "the greatest swordsman in the world" discovers they can't land an attack to save their life, and gives everyone some space to get to know themselves before being asked to chat to each other. In all but the most antisocial groups, the Kobold Ambush will create five players who are willing to (at least provisionally) work together to explore whatever dangers lie ahead.
 The problems with the kobold placement were so troubling that the developers needed to address it in an FAQ. This was an encounter that was going to be first introduction to 4th Edition for tens of thousands of players - presumably it was playtested scores of times. How did such a glaring error find its way into the published product?
 The setup says to "give [the players] two rounds to move their characters westwards" before revealing the ambush. This was probably intended to raise tension, but during the playtesting did no-one comment that moving miniatures around an empty map (a) is dull and (b) encourages people to prepare for the obvious ambush that they're not supposed to know about?