^ Not alone there - not really
I am pretty much the same way for many/most things - a "Completist". However, I can definitely walk a from a series if it goes south on me. I am the same with music.
Cases in point:
- Anne Rice: Vampire Chronicles. She totally lost me after the 4th book. I gave book 5 a shot but really, I gave up on her. She kinda went a little over the edge [i.e. "nutty"] and the books lost their appeal to me.
- Patricia Cornwell: Kay Scapetta series. Same thing, though I stuck around for the first 5-6 books.
- Tom Clancy: While not strictly a series, I add Clancy here because of the Jack Ryan books. But Clancy has lost a great deal of appeal to me, especially after Ryan became president [and Clancy basically used his books from that point on as a bully pulpit to air his own political agenda]. I will still read Clancy [but ONLY Clancy, none of that "Created by Tom Clancy" nonsense], but he is no longer as compelling/a must have author to me as he once was.
So yeah, the first book in a series is especially critical for me in this regard.
Recently, it has been Lee Child's Jack Reacher books that have nailed me, hook, line and sinker.