It would have been a problem if they'd shown Drogo brutalizing Dany or something. Those two developing a trusting relationship is an important plotline, and it would have been an unbelievable one if their first interaction was one of violent rape. As it was, though, the show didn't CHANGE that scene, it just left out the end. We can still assume that Drogo was gentle, and that Dany finally accepted him. Yes, it showed her being unhappy at first, and Drogo appeared big and mean, but that's how it was in the books, too.

Anyway, it might have been more true-to-source if we'd seen the beginning of their trust develop on their wedding night, but I can understand why that was skipped, and it shouldn't really affect things. As long as we start to see trust developing between Drogo and Dany, all will be as it should. People might have liked to see that trust begin on the wedding night, but it doesn't really matter where it starts, as long as it does.