Since Fox aired Firefly's episodes out of order (one of the reasons often cited for its premature cancellation), it's worth clearing up which episode is actually first in the series. While "The Train Job" was the first episode to air, it is the second in the story, and is presented as such on streaming platforms and in home video releases. The first episode, in which the audience is intended to meet the crew and the 'verse where they live, is the ninety-minute pilot, "Serenity," named for the ship that carries the crew through the stars.
The episode begins with a prologue sequence, showing Mal and Zoe fighting in the battle of Serenity Valley. Here we get a glimpse of their characters and histories, giving viewers an understanding of their background as rebels — and of Mal's generally rebellious nature. Prologues don't always work, but this one does: it doesn't deal out heavy-handed exposition; instead, it shows an important moment and lets viewers infer how it shaped the people involved. Audiences get a glimpse of who Mal was before he and his soldiers lost the battle of Serenity Valley, and thus how that event changed him.
However, it's when the show jumps ahead to the present that viewers really get to know the characters. As they lift illegal salvage from an Alliance ship, this everyday task allows the audience to see the crew in their everyday state. For example, Wash's goofy nature is on display as he plays with his toy dinosaurs — and as they flee the Alliance cruiser, he uses that same sense of humor to keep himself and others calm as the tension rises (as he does in tense moments throughout the show). In the engine room, Kaylee talks to the ship, Serenity, as if to an old friend, something she does throughout both the episode and the series.
Once the crew touches down on Persephone, viewers get a close-up view of how important loyalty and honesty are to Mal when he deals with the cheating scumbag Badger, arguing over tracked cargo. The tense situation surrounding the fallen-through job also offers a look into Zoe's stoic, pragmatic nature, and Jayne's main priorities of wealth and violenve. Meanwhile, using her trademark charm and cheerfulness, Kaylee recruits passengers for the ship and thus, viewers meet newcomers: kindly, well-spoken, devout Shepherd Book; anxious and refined Simon Tam. Inara also re-boards the ship around this time, her introduction immediately introducing not only her character's allure and sophistication, but also the tension between her and Mal when he insults her profession as an escort. Yet, the way she handles it only serves to reinforce her qualities of grace and courtesy, as well as her sharp wits.
Finally, when Simon's mysterious crate is opened, audiences get their first glimpse of River Tam: erratic, traumatized, yet brilliant. Through meeting her and listening to Simon's explanation of her abduction, not only do viewers gain an understanding of the Tam siblings and their relationship, but a clearer picture of this world's mysteries, issues, and politics.
In the first one-third of this 90-minute episode, audiences have already met the lovable rust-bucket Serenity, glanced around the dusty moon of Persephone, and gotten a vague understanding of the politics surrounding the Alliance, their supporters, and their detractors. Of course, this only represents a fraction of the story's setting. Once the ship takes off again, things start to heat up, and viewers get a better sense of the sources of tension and conflict that exist for Firefly's cast.
Soon after takeoff, just before River's reveal, one of the passengers, Dobson, reveals himself as an undercover Alliance officer hunting down the Tam siblings. He is bent on capturing River, a clearly traumatized teenage girl, and impulsively shoots Kaylee when tensions rise. Though he didn't intend to injure an innocent person, he shows no remorse — he's authorized to do whatever necessary to get River back. He tries to manipulate Jayne, and shows little respect for the humanity of those he's hunting. At this early point in the show, he represents the Alliance itself: cold, inflexible, acting only in self-interest and willing to sacrifice bystanders.
Of course, the Alliance is not the only threat in this universe. The crew has a few near-misses with Reavers, roving space pirates who have lost their humanity and an encounter with whom means worse than death. Even big, tough Jayne is afraid of them, and even after the threat passes, viewers understand that this presence will be a constant as Serenity and her crew travel the 'verse. Later, once the ship touches down on Whitefall, Patience, much like Badger, serves as more than a minor character: her conniving actions and plan to lie, cheat, and shoot her way to riches serve as another way of introducing the world where Mal and his crew live and operate. Danger is always around the corner; everyone has to stay on their toes and stay one step ahead to stay alive in this world — and that's what makes the characters interesting to watch.
Throughout "Serenity," the stakes are constantly changing: the promise of money, evading Alliance arrest, saving Kaylee's life, avoiding Reavers, and more. Yet no matter what's at stake, tensions remain high. This gives the audience opportunities to see how each character acts in a huge variety of circumstances. In those two hours, every soul on Serenity is laid bare.
Inara, for example, contemplates suicide over death by Reavers and shoots verbal daggers at Mal whenever she can, but shows only compassion for the injured Kaylee and the refugees Simon and River. Simon, meanwhile, is clearly shown to be an uptight and well-bred young man, unsuited for this rough life and quite useless when it comes to dealing with Patience and her thugs. However, his desperation to save his sister is on display when he barters with Kaylee's life. Jayne solves his problems with guns and knives, but even he isn't without a soul, shown nervously watching Kaylee's surgery in hopes that she'll survive. Zoe and Wash may have their points of tension, just like any married couple, but in the end they are each other's most important person.
A key aspect of writing fiction, and getting to know one's characters, is to throw them into desperate situations and see what they do. That's exactly what Joss Whedon did with his characters in Firefly's pilot. "Serenity" may not show every facet of every character — there's still a lot to learn about Mal Reynolds and each member of his crew as the series goes on. What it does, though, is establish each character just enough that viewers want to know more. After the episode is over, it's impossible not to have a favorite character already. It's impossible not to be curious where the ship's adventures will take them next — and what new sides we'll get to see from them as fellow outlaws, the Alliance, the Reavers, and the 'verse itself test them again and again.