I'm glad to hear from someone who has seen the movie before reading the books, and that the movie seemed to "fly" for you. It's always hard to tell, having read the books several times, how much of the narrative I'm adding from my own experience and how much comes across coherently in the movie (although the previous poster to you didn't like it, so I guess this is also pretty subjective). In some ways, I think Golden Compass suffered from the same kind of myopia that Harry Potter and the Order of the Phoenix did this past summer - very self referential, and a somewhat built-in expectation that the viewer has read the book.Here's my point of view from somebody who has not read the books...
All that being said, I sincerely hope you and your family enjoy the books - they are among the most wonderful fantasy I've ever read, and there's actually a nice hardcover collector's set out right now. There will be plenty to discuss, especially after the conclusion of the third book, The Amber Spyglass.