The first encounter at the keep is the Goblin Guard Room (depicted above), which I am about to relentlessly spoil for anyone who has not played Keep on the Shadowfell.
This encounter introduces the new theme enemy, goblins. Just as players are getting tired of kobolds, Keep switches them out in favour of the largely-identical goblins, who persist through this and the next three encounters. These little pests have a big focus on staying out of melee and attacking at range, so characters able to prevent enemies from shifting (such as a fighter) really have a chance to shine.
The players enter the map from the stairway to the north and arrive in the large square room. They are immediately able to see a goblin in the corridor opposite, who taunts the players and prepares for combat. At least one player invariably charges across the room at the enemy, resulting in them plunging into a hidden pit filled with starving rats. As the unfortunate player struggles to escape from the pit, the other goblins emerge from the adjoining rooms and attempt to pick off the player's friends.
The character who charged is typically the group's tank, which often means that the group will end up fighting the goblins without the aid of a "defender" character. This provides an interesting tactical shakeup, and it also elevates the threat level of the goblins in their first appearance without artificially boosting their statistics. Players see the goblins as a genuine menace, and develop a respect for these monsters that will last them through the next several encounters.
The Goblin Guard Room is a good encounter. It's fun, it's surprising, and it's a strong introduction to the keep. It's standardised, which is something you want in a pre-packaged module - each group of players who run this encounter will have a very similar experience, while all thinking that they've seen something unique. Someone always falls into the pit, but it's clear that you could have avoided the pit, and it's also clear that this was a deliberate goblin plan, rather than just being dungeon design from the school of "random traps in every corridor". So it really feels like the goblins have had the better of you, rather than just something going randomly wrong. It also gives you an emotional investment in the battle that follows - you've got something to prove to these goblins who've just tricked you into their pit.
This is how Keep on the Shadowfell gets by despite some generally terrible writing - it's got a well-designed encounter roughly once in each play session, and as long as it can keep up that pattern it'll keep players interested.