I posted before watching last night's episode, and guess what they actually provided captions once (of course, there is a major world-wide conspiracy to make me look stupid)! I understood everything else just fine. IMO, Episode 2 had a lot of parts that were very hard to hear and no captions provided. I wonder if they got complaints, beacuse I don't remember having seen captions very often before.
I will definetly try to figure out the closed captioning on my TV.