Well, I wasn't going to tell the ending because I didn't want to spoil it for anyone... but since someone else did now I can talk about it. Roger dying is the catalyst that starts the rest of the series. Up until that point Lyra is clueless about what is really going on and she blindly goes about doing what she thinks is right. I've always felt that is the point when the books really begin. Golden Compass is basicly a really big prologue to the other two books.
They completely cut out all the set up for Subtle and Amber. They don't even forshadow what happens to Roger. It was really frustrating because up until that point they were doing a pretty good job of translating the film. I'm picky to the point of perfectionism when it comes to books I like being made into movies but I was content until the ending.