I also watched Buffy in a marathon way, long after the series ended, but I wasn't really spoiled about Dawn because I knew nothing about the series. I wasn't on LJ before I watched; watching was what got me into online fandom. (Buffy was a show I was always sort of aware of growing up, but we didn't get that channel well enough to see (rabbit ears!) so I didn't see the show until Netflix DVDs.) I remember kind of thinking WHAT when she showed up, but it didn't really bother me a bunch. Though your comparisons to OCs and Cousin Olivers is correct, because she does remind me of shows that introduce a new character out of the blue, but of course on Buffy it was done intentionally in a shocking way. I did dislike how young Dawn seemed. Like, just make her younger if you want that function in a character, because she was only two years away from the Scoobies at the start of the series. But I ended up liking Dawn a lot, and my favorite dynamic is her and Spike.