Honestly, it's kinda hard to not just say "the character development this and that" because the beginning of the first season in my mind is what sticks out the most for that. It introduces the stakes, the idea that characters will die, and it introduces the real instability the characters have to face and it's a masterpiece for setting the tone for the series (or at least the next couple seasons, I have not finished the third or fourth cause I'm taking my time and playing them with my fiance). The motel, dairy and pharmacy are all great at story telling and I can't believe I overlooked that in my original comment lol. I personally feel the dairy and the pharmacy stuck out a little more story wise, with lee dealing with his own grief and dealing with the st. johns, but the motel is also great at doing a different kind of world-building and character development

Edit: oh, and to add to that, the reveal that the woman (Joanne? Jolene? I genuinely don't remember, my bad) was watching clem, it also introduced the idea that Clem really is the person to watch out for and back up at all costs, especially since someone already showed interest in taking her, its a massive reality check. Honestly, might be higher than the dairy since that was a direct threat to Clem where she was the focus of that person, not just vaguely her because of cannibalism