TL;DR – It does what you need to in a show like this and builds the world and the mystery from the start.
Disclosure – I paid for the Prime Video service that viewed this show.
Warning – Some scenes may cause distress.

The Peripheral Review –
It has been a while since I have sat down to a good sci-fi mystery. One that makes you scratch your head and wonder how all the different parts connect. I think the last one that truly captured me like this was Westworld. Which is good timing because you can see those influences in the show we are looking at today.
So to set the scene, we open in London in 2099 as Wolf (Gary Carr) sits on a park bench as holographic galleons recreate a battle on the pond in front of him. As he watches a young girl Aelita (Sophia Ally), approaches the bench without shoes. She wants to save a world, not the one they are in now, that is lost, but another world, one that can still be saved. In the Blue Ridge Mountains in 2032, Flynne Fisher (Chloë Grace Moretz) is helping her sick mother, Ella (Melinda Page Hamilton), when she notices that her medicine is being cut by her no-good brother Burton (Jack Reynor). Confronting him, she instead gets dragged into helping some guys beat a level in a WW2 VR Video Game, something she is very good at. At work, she is given a package for her brother, a new VR machine that she can beta test, and get money for her family. But the immersive VR set in a future London is more real than anyone expected. Now from here, we will be looking at the episode as a whole, so there will be some [SPOILERS] ahead.