I thought the series is pretty good, fun to watch anyway. The first episode is shocking but it has to be. Nobody in the world takes goblins seriously except for Goblin Slayer himself. Adventurer parties would take on these "low level" quests thinking they're all badass and then get themselves severely hurt or killed.
If the scene wasn't disturbing would everything after it have nearly as much meaning to it? I would say no because then they'd just be boring goblins.
If it's too much for some people then you shouldn't watch it. The warning (at least when it aired originally on CR I remember there being one) is there for a reason.
This is why I put a warning on my comic too. If you don't like the themes, then don't read the comic.