After shifting, seemingly randomly, from Shintaro’s story to Momo’s, the show reveals that the events of the past two episodes preceded, then ran concurrently, with those of the first, only from fresh viewpoints. Therefore, the first three episodes comprise thee cohesive story of how the Kisaragi siblings met the Mekakushi-dan.
I thought this was very clever, and literally and figuratively filled-in the blanks on a first episode that seemed to be a bit too intentionally abstruse at times, while the second episode felt like the first of a series of episodic character portraits. This third episode ties everything together into a satisfying whole that also does a good job formally introducing seven of the nine members in the credits.
For their parts, the characters we saw hints of in the first episode make a far more lasting impression, and all of them own their roles well: Kido’s quiet angst; Kano’s incorrigible tricksterism; Seto’s affable calmness, and Marry’s clumsy vulnerability. They also all contribute their unique powers (all involving their eyes, which turn red when the powers are active) to the mission to save Momo’s bro.
Between invisible and super-visible girls, a girl who can stop people with her gaze, a guy who can read minds, and a guy who can make people see illusions, there’s plenty of power to go around. It’s not surprising that once they found each other they decided to form a group dedicated to watching each other’s backs; more family than gang, with a lot of nice interpersonal dynamics.