Most shows tend to gloss over some of the less glamorous aspects of a plot to get to the next action scene. I mean, who wants to see a protagonist deal with his wife all over his secret in the second episode? Who really wants to know how the main characters dealt with the two bodies from the climax of the first episode? Who the hell wants to spend an entire episode watching characters having emotional responses to what they did in the first episode. Well seeing as this is the episode that hooked me on Breaking Bad, I can definitely say "me".
Could Breaking Bad have begun its first episode in a less unorthodox fashion? Sure, it could but then it wouldn’t be Breaking Bad. It’s a great start to a series, what with Walt speeding around in an RV, dressed in only his tightie whities, a couple of bodies sloshing around in the back of the vehicle. It’s such a bizarre and frenetic scene and, coupled with his great confession to his family and that badass image of him pointing the gun at the sirens, does a fantastic job of making you wonder “whaaaat is happening?” (in a good way).