The first episode of the series proper, Episode 1 goes about cementing a lot of the dynamics between the characters introduced in the Pilot.
Secure in his position as the protagonist of the piece, Agent Cooper pushes forward with his investigation. While Cooper is our lead, Sheriff Truman is the audience's touch stone and their double act is strengthened as the series goes on from the Pilot. Cooper is the odd but affable FBI agent who dabbles in mysticism and possesses amazing deduction abilities, Truman is the small town sheriff, reliable and ready for action. Their relationship in one of fellow lawmen, but also one of mutual curiosity. Cooper's bent for the mystical sparks scepticism from Truman, meanwhile Cooper is in wonder of every little element of Twin Peaks. From Trees, to Pie to Birds, Cooper is almost like a clone just stepped out of the vat and seeing the word for the first time.
So while strengthening the double act at the core of the show, we also have the start of Audrey's interest in Cooper as well. Audrey is a beloved character, she is probably the most emblematic of the "Twin Peaks Girls" but also probably the most underutilised compared to her potential especially later in the series. Sherilyn Fenn puts on an immensely charismatic performance in almost every scene she is in, even simple scenes with little to no dialogue. The scene of her dancing in the RR for example or the various short scenes of her spying on her family from her spy nook. It takes some skill to convey much more than just a base emotion from a shot of a character peering silently through a spy hole or blind. It is a pitty the character didn't become more than a motivation for Cooper as the series went on, and even that abruptly fizzles. Why it fizzles is another story, but seemed to have been a combination of concern about the romance plot (either from Kyle MacLachlan due to Audrey being under age, or Lara Flynn Boyle who was dating Maclachlan at the time) and Lynch's drift away from the series in Season 2.
We also have Cooper meeting the Log Lady for the first time and setting up the Log as a witness. I'll talk about the Log Lady later on, her presence in the series is an important one and very much part of the way Lynch puts together the surreal elements of all his work.
We have other character interactions develop as well, Catherine and Ben's plans are fleshed out more and we glimpse the way Catherine toys with Josie like a cat does a mouse. Also, Leo is confirmed as the worst kind of Abusive spouse, it is hinted at in the Pilot but here we see it in Lynch's characteristic style. Stylised music, terror and also off-screen apart from the setup, giving you just enough to feel the dread Shelly has towards her husband without becoming gratuitous.
Leo and Shelly also give us the next clue in our mystery besides the potential Log testimony. Leo's Bloody shirt, which Shelly hides seeing it as a lever against her abusive husband and giving us the audience another suspect.
We see more of the Palmers, and Sarah's visions of BOB and Laura this time occuring with Donna in the house. Bobby Briggs' home-life in all it's bizarre serenity, and some background on the oft forgotten Ronnette. The first mention of the Bookhouse Boys as well, James suggesting needing their protection after he , Bobby and Mike are released from custody. Our picture of the town and it's people slowly beginning to fill in as the writers add shading to the sketch the Pilot gave us.
It is often said that episodic dramas are a series of set up and pay offs, and episode one gives us the first pay off on the road to solving the mystery of Laura's death. The last shot of the episode is Dr Jacoby sitting in is home listening to something and crying over the heart pendant he took from James and Donna's hiding place. Why did he take it? Was he jealous that she was seeing James? Did he kill her? Good questions creating by the set up of the mysterious removal of the pendant from its hiding place, and then the simple scene at the end of the first episode to pay it off.
My little coconut...