Not absolutely, but each subsequent episode answers some questions posed in the preceding episode, and the final episode resolves remaining issues. Think of it this way: do you need to watch the first half of any show, or could you save yourself a lot of time and only watch the last half of any TV show or movie? And would you enjoy the program as much? If so, don't watch any Transformers, Spider-Man, Avengers, Iron Man, Harry Potter, etc. except the last one, and you'll have so much more free time!