This quote sums up for me what the likely problem was for Bush in this first debate. From the Mother Jones site, Presidential Fiction: The Story Behind the Debate:

"Normally surrounded by blanketing 'security,' the President's campaign road events -- with their carefully reserved tickets, their choreographed chants and softball questions, their air of private theatrical performances only open to invited (or paying) guests -- have all the easy, repetitive smoothness of a Little Mermaid-like stage show at Disneyland. Far more than in any other campaign of our lifetime, the Bush campaign, until tonight, has really been a fabulously successful cartoon version of politics, buffered from any reality whatsoever. Unscripted realities have generally been kept well out of sight in blocked off protest zones and when anyone has crashed the campaign's space -- anyone, that is, wearing the wrong t-shirt or protesting in any way -- that person has almost instantly been airbrushed away. Who else has ever created such a self-enclosed political universe, so -- as everyone likes to say -- 'on message'? (And imagine that, at any given moment, there are not one but two performances taking place -- the second being a carefully coded set of signs and signals for the President's fundamentalist Christian audience.) "

I think because of the nature of his recent campaign experience, it was inevitable that any challenge to his "authority" would irritate and annoy him. I certainly caught that frustrated "Don't question me!" vibe from Bush throughout the debate.