With few exceptions (e.g. FARGO), we don't really like "serial" stories on on TV shows. Much prefer stories that are self-contained within 1-2 episodes (e.g. MAJOR CRIMES, LAW & ORDER:SVU, BLUE BLOODS, etc.) The few "serial" shows we do like are limited series (e..g. 10 episodes per season) that begin a new storyline each season.
Because they were part of crossover shows with CHICAGO P.D. and LAW & ORDER:SVU, we started watching CHICAGO FIRE in its 3 or 4th season, and it was easy to catch up as to what was going on.