New characters aren't that common in comics these days, and seeing one get their own ongoing right off the bat shows that Marvel has some high hopes for newcomer, Major X.
The action in Major X #1 starts fast, painting a picture of what to expect going forward rather quickly. Heavy with derivative time travel plots and forced action, there is ironically something old-school about Major X. Too bad it's so inconsistent in story quality to really recommend. The art is the best aspect here, but even that is just a touch above average. I could still see this turning into a good series but time will tell.
For now, skip this one and just go read some classic X-Men stuff instead.