Having watched the Sopranos (start to finish) around 4 times now, it's quite amazing how much of season one (and the pilot) informed the basis for everything that happened throughout the entire run of the show. Key events, characters and even locations became the core of everything that followed. There were characters that had few, or no lines, in season 1 that went to have their own storylines. What was also great about the Sopranos was the allowing some storylines to just go unresolved from season to season, and sometimes they would just be allowed to fade away, while other, seemingly, unimportant stories or characters would rise to the top.
I still think it's the best thing HBO ever did,it was unconventional story telling delivered in the conventional drama setting of a gangster story.
I recall an interview with David Chase when he said that after he'd aired the first 'Tony Soprano dream sequence/vision' and people stayed tuned in and viewing figures increased a week later that he knew he could take the characters anywhere because his audience was now with them and cared about them.
Season 2 was a benchmark of TV drama for me, but season 1 re-wrote all the rules.