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The show will always use non-linear narrative, if you have a problem with that then I'm sorry but your confusion will carry on.
The appeal of the series is to experience events from different prospectives and then piecing it all together. The first 3 episodes are a self-contained vignette that you should be able to understand if you want to put in the effort of remembering the different plotlines. If you don't find that appealing it's probably not your type of show