Journeyed there and back again
For me personally, there wasn't much to love about Roland from the first book. There's no character development, and most of the time he's delusional and barely half-conscious from exhaustion. Not much there, except the atmosphere as I said.
And I'm not a huge proponent of an arc all the time (believe me, I argue a lot about this with my boss). There are certain tales, Westerns in particular, where I believe the arc works to the story's detriment. The Gunslinger seemed more an episodic work, ala Conan (who also never arced), and I would argue that the point of more episodic works is to maintain the unchanging main character as s/he experiences weird, sort of random adventures. Yes, Roland had a goal throughout the book, but most of his adventures throughout were sort of random asides until the final confrontation.
It's not until book two that the serial elements really appear in the Dark Tower IMO, which is why Roland begins arcing. Or what I would call getting sissified.