An element that quickly hooked me into the mythos of the show was gorgeous traveling shots of the car against the landscape, backed with authentic rock music. Mere glimpses lingering only for seconds, using such a shot in almost every episode established the nomadic component of the characters' lives, quickly provided background and a link to a childhood spent just like this, in the car on the way to help people in trouble, people who were rooted in the ordinary, who didn't have the skills to help themselves, or driving away from normal, having dealt for them with the unusual. Such shots became an expected component of the show, and established the car as a character, a reliable place of support and safety, as home for these nomadic knights errant.
And there were iconic moments between the brothers, too. An episode I dismissed for a long time because of the cheesy MOW was Wendigo. On looking back, that episode established a lot of character elements about both brothers and their relationship. It gave us the iconic "Saving people, hunting things" line. And it showed, early on, that Sam was as gonzo about saving Dean as Dean was shown to be, later in the series, about saving Sam. This cap
got cut down to this
and became an icon of their devotion to each other. Sam's protective nature for people not in the hunting life, and his courage were displayed in this early episode, too.
Season one was incredibly full of character- and mythos-building. They may have fumbled with what story they ultimately wanted to tell, but filming on a limited budget, they built an amazing, exciting foundation for the saga.