The one that jumps to me first is leaving the Vault for the first time in Fallout 3. I hadn't played Oblivion so that moment and the wandering that followed blew my mind and changed my notion of what game worlds could be.
So I think it took me maybe 5 or so episodes to 'get into it'. I think it's the point when you know enough of the characters to be able to follow what is happening.
Good to hear that you plan to finish Season One. It doesn't need to be 'the greatest thing you have ever seen' for you to give Season 2 a shot further down the line if you have the inclination to. I would recommend keeping with it, even if it's not a priority.
I didn't really get addicted to Breaking Bad until Gus was introduced, and then I loved it.
I'm only now starting my second playthrough. Thinking back, I think the boss I had the most trouble with weirdly enough was the Stray Demon. No idea why, I just think that fight took more attempts than any other.
Also screw the Capra Demon. That fight can be lost pretty much instantly upon entering the fog gate.