Just a minor thing that struck me a day after finishing episode 2, I really liked the part where Katja got grabbed by a zombie in the middle of a conversation with Lee. It was a real kick in the nuts out of nowhere that shook me out of my typical video game comfort zone of 'oh, this is a dialogue section, no immediate threats to worry about here'. Brilliant.
Also, as CowManJones said above, Clem getting grabbed by Andy was a quick but powerful moment that really stuck in my head. Loving this series so far.