The HazCams also had clear lens covers in place to protect the lenses from all the dust blown around by the landing rockets. These were not yet removed in the very first images -- indeed, the reason they're clear is that even if for some reason a cover gets stuck, a dusty image is better than no image at all.
Moreover, as the first communications opportunity was rather short, and the high-bandwidth directional antenna is not yet unfolded, there was simply no bandwidth available to downlink very high-resolution images.
The mast of the rover, containing the high-resolution NavCams and MastCams, is still folded up. If all goes well, it will be raised in a couple of days and higher-res images beamed up in due course.
Here's a nice article on Curiosity's various cameras: http://www.jpl.nasa.gov/news/news.cfm?release=2012-226