The worldbuilding is, unsurprisingly if you've read Brandon Sanderson before, very well done. The thing I like best is not that he's able to conjure such immersive worlds but that he reveals the history of them in intriguing ways. It's off-hand comments and bits of history that make the reader ask questions. Once you've read one Brandon Sanderson book, though, you know in his books you're in the hands of a conductor who is playing each note with purpose. Questions aren't evoked without answers down the line. And those answers will come when the characters or the reader need them most. It's always very well done and Warbreaker is no exception.
The characters are well developed and interesting and that sense of wanting to know where the story is going kept me interested through Lightsong and Blushweaver's banter and the scene with him and the other guys playing that game. It kept me going through Vivenna's scenes which I didn't find as interesting as Siri's scenes. I also wasn't sure I liked her companions. It felt like what those characters were doing was going to be relevant to the overall story. It was and it wasn't--it was more relevant to her character which requires liking her. I didn't dislike her but I liked Siri much better.