Really? What's so great about it? From the episode I watched (It started with "why the hell did you let him get away? It's some blue guy who then tells who I was guessing was the hero about someone and how they hid something from him which kinda looked like a heart shaped gem, then some robot dude who apparently was the hero's brother, jumps out of the water and does...something that makes the hero mad and the hero just screams on and on and on...). Didn't seem so great but then again I only watched that part, so maybe I missed the good parts.
Blue dude?...
As for why the series is absolutely incredible...
It's story is intriguing covering a wide variety of topics (many of which have implications to our world), yet the way they tell the story it never feels stale even when dealing with such heavy topics. Furthermore the frequent usage of comic moments is very effective in connecting the audience to the characters while at the same time increasing the impact of the overall tragedy of the series.
You'll have to see at least a reasonable portion of the series in order to realize how incredible the series is as a whole, the character development, the plot, it really provides an incredible overall experience.
Really, if you saw more of the series, you'd understand that such comic moments are not what dominates the series, yet their existence and their overall effectiveness is one of the reasons why the series is so great.
Best episode (IMO): 35, though don't watch it without background, and this is from an artistic prospective, a lot of people will not like this episode since it's so incredibly tragic.
As for the episode you mentioned, the reason Ed ("the hero", but really this show isn't anywhere near that black and white) was pissed about Al (the "robot dude", he's not a robot...) jumping in the water was before that point, being exposed to water in the wrong place would kill him, and Ed didn't realize that the change protected him.
Anyways, yes, you missed the good parts, and in context that section is a good part, but if you have no idea about the rest of the show it's just random gibberish, generally this is the case with the best shows because they build on each other so effectively.
I'd expect a similar response to starting in the middle of Serial Experiments Lain or Ghost in the Shell: SAC, or Cowboy Bebop to name a few, heck even with something as unsophisticated as DBZ they still draw on previous events enough for you to be lost in a similar case.
The moral of the story being: "watch the series through, don't skip around".