It is important to always check for dustiness -- smell the hay and make sure there is no mold. Maybe you can write the seller and find out if it is 1st cut, 2nd cut, or 3rd cut. I see some mature seed heads.
From what I can tell, this is no different than buying a bag of the fortidiet. I've gotten bags that were a perfect mix of stalks, bits and pieces of the seed stems. Others were all thick stalks and some were mostly the small broken bits that looked like they went through the shredder one too many times. Point is that when you buy hay, you don't always get a perfect bag or bale. It's a crap shoot and comes with risk no matter how you buy it.
I'm ordering some next week, so I'll post a review here for everyone.