I'll start with some thoughts related to the characters' names, then I'll compare the series with Angel Sanctuary. Please share what you think about all this, this is an open discussion. ^^
Apparently, Wraith (the long-haired woman in kimono) and Sorato (the branded hero who lost memory, which I'll write Sorath) are linked. Wraith knows who he really is, while Sorath doesn't.
About him, Kaori Yuki says in her blog she's not fond of the baron, so he's probably not a very important figure and serves only the purpose of linking several characters or events together in the plot, just like the duke Rhodonite did in Guignol Kyuutei Gakudan.
Nowera, the blind girl, is mysteriously being "built" with others' limbs and eyes maybe to become an able body for a soul we don't know much about yet. She knows about Sorath too, while once again, Sorath is clueless. Also, how would you spell "nowera"? I like the idea of "Noëla", which would bear some "birth" meaning just as "noël" refers to Christ's birth in French (nativity). But, as Kaori Yuki uses the kana [we] instead of [e], maybe it's to indicate the English spelling of this name, "Nowela"?
About Sorath. This name seems to come from occultism. The sum of its letters in Hebrew (the commonly used alphabet) gives 666. It's the spirit (or "demon") of the Sun, the opposite of the intelligence of the Sun, Nachiel. Every planets have this duality in occultism. Some theories say Sorath is pure evil, the worst amongst the worst. It gives sense to the hero's sign on the hand, which is a sun. I don't know yet what's the meaning of the hebrew letter "tav/tau" in the middle, but it seems important too according to other characters' reaction.
I wonder if this tattoo is a seal to link Sorath's evil soul to this boy's body, brought to life (or imprisoned) by a powerful black magic which caused the devastating earthquake in the beginning of the series. And I bet Wraith is involved, but probably not the baron.
Nowera said to Sorath he is a poor lonely soul yearning to go back home, so clearly something bad happened to him anyway. Doesn't it remind you of Kira and Lucifer?
Angel Sanctuary anyone? ...Off to the pure theory bits I could have come up after a couple of drinks or more (but I'm sober).
Right now, I can't foresee a long story with only these 3 chapters. Nothing has really started yet, we only have bits of talk and relationship. However, we continuously hear about the "Walpurgis night", so this is the only big thing we can expect right now. To me, it's as if once we reach this part of the story, most if not all of our questions will be answered. And this "night" seems to come close. So I can't possibly expect 10 or more volumes for this manga with such things in mind at the moment. ><
BUT, I do hope I'm wrong here, and knowing Kaori Yuki, this is well possible. This Walpurgis night could be used in the plot like the 1999 solar eclipse in Angel Sanctuary. And be the starting point of a bigger, more epic story (how hopeful do I sound here...?). The earthquake of chapter 1 is a re-use by the author of a historical event (which occured in 1923), and with the example of AS we already know the author can use such things for more drama effect. Thus, I expect something big in the story given Yuki sensei used such big background.
As we speak about Walpurgis here, I expect a lot of fire too...
Kiyora - I wonder what will be the place of Kiyora in the story. To me, she shares similarities with Sara in Angel Sanctuary. The cute, innocent girl in love with the hero while she doesn't have the right to since she's engaged with Garan. If I use AS as reference, I suppose this love will have consequences.
Anyway, I hope Kaori Yuki will take her time with this series, and not give away the backstories of the characters too quickly as she did in NKG, or I fear it will be a sign of a short-going series again. So far the pace is rather slow so it's fine, I suppose, but the side effect is it looks somewhat boring. However I'd like to hear the opinion of people who actually read chapter 3, because I didn't *read* it so I'm only speculating (boo!).