The big thing that's surprised me so far is how quickly they came out the gate with the main story arc. Of the first four episodes, three are related to aliens -- two abductions and one alien tech in the military. Cigarette-Smoking Man was in the second scene of the first episode, skulking around and being spooky and suspicious. For some reason, I had thought that the show started out with monster of the week type stuff and only got heavily into the aliens later.
I'm not sure I'll watch all the way to the end. I stopped watching regularly when David Duchovney and Gillian Anderson left, and never saw the finale at all. I might stick with it, or I might not. I know the arc was not really planned from the beginning and really fell apart at the end. But I might be curious enough to see how the entire show works as a single text -- even if it was Chris Carter creating by the seat of his pants. I have plenty of time to decide.
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