There was something compelling about the second episode of the second series.
Maybe Lyra's wonder in exploring our world. She is a fish out of water in Will's Oxford. It is similar to her Oxford but not quite the same and not as closeted. People appear to be freer.
This is borne out when Lyra talks to Dr Mary Malone a female scholar about Dust also known as Dark Matter. The first time where Lyra leaves another adult in astonishment.
The episode also introduces witches. With the treatment of Dr Martin Lanselius. It continues Pullman's anti religious aspects from his his novels.