Just finished the first episode, and yeah, all you need to do is make it to the end for them to spill the beans. I mean, aside from the simple fact that Vision is there at all, lol. You do get some more insight before that point, though, when they're eating dinner and the boss is asking questions Wanda doesn't know the answers to. I would surmise that she is being held captive somewhere, the boss and his wife represent the captors, and that was part of an actual interrogation which almost broke through her fantasy world defense/coping mechanism and she started hurting the man (boss choking on food and wife begging her to stop it). Guess I'll just keep going now to see if that pans out, but overall I can totally see how someone who doesn't know the characters very well would be kind of bored and not really "get" the show. Beyond the overall theme, you'd miss all the puns and other inside jokes that almost border on playful fan service as you get re-acquainted with the pair, nearly two years after the last film.