The series follows a two volume structure with a setup (usually silly and weird, somewhat disconnected from the gravity of the plot) and a bossfight. The beginning feels kind of bad because the first "bossfight" (Tida) is a "tutorial", it doesn't feel like it has any weight and it doesn't really go anywhere.
And as someone said before, the next arc is also irregular because it has a two volume setup. But at least there you see it going somewhere.
About Dia and the rest of the characters ... In a way, every one of the MC's companions (and the MC himself, really) is someone to deal with, someone who brings a lot of issues to the table, not someone who you are supposed to unconditionally like. This is by design. I can see people not liking that kind of thing. Likeable characters are, well, likeable.