In terms of storytelling Utena’s second episode serves as a means of explanation. Episode 2 focuses on the importance of ‘Revolution’ for the world, the true purpose of the School Council and the duels for the hands of the Rose Bride. As a viewer watching these two episodes provide an insight on the premise and what the mystery is because we are presented breadcrumbs to follow in order to be led on the right trail. But what kind of theme will the mystery present?
These episodes of Utena are interesting because they intend for you to grow both an understanding of some concepts and to create a mystery at the same time. They introduce the concept of Dios without explaining it, simply mentioning it and showing Utena using it to create a long-running question for viewers of the show. There’s nothing inherently wrong with establishing the show by creating multiple threads of a mystery, but it’s definitely why Utena is regarded as having an eccentric theme. What is the Revolution of the World? We hear the student council talk about it but not what it is.
While episode two focuses on presenting us with a mystery in an oblique way, episode three is focused on creating sympathy for Anthy. Anthy, the Rose Bride, is living with Utena now. It seems the two are good friends as the series begins to pick up the pace. Episode three has her defended from returning to Saionji when Utena uses the power of Dios to defeat him, but in episode three we see a focus on the people who aren’t fond of her. If Touga, the student council president, is a lecher who is fond of Utena then his younger sister Nanami is as equally antagonistic to Anthy as Touga is affectionate to Utena.
When introducing Nanami it is important to understand that she is. . .special. Nanami is very 
petty and has simplistic means of revenge. She does inarguably evil things one minute then something incredibly stupid the next. Her ultimate revenge on Anthy is a dress that disappears when she pours water on it. Utena is able to become the ‘Prince’ in this moment and save Anthy from her humiliation. These events help further the themes of the show; becoming a Prince is something Utena values more than affections for other people romantically. Becoming a Prince is key to her self-identity and that is how she protects people the best.
Truly, the battles encompass her identity as a Prince without Utena even realizing it. Slowly but surely Utena becomes more of the ‘Prince’, but does she even realizing that she is starting to unravel the mystery at the core of the ring she wears? I feel these episodes help the audience start to care about Anthy more, but whether it is enough for the events in the future to make Anthy seem more relatable I am unsure. So far Nanami’s victimization of Anthy just made her seem cruel, not Anthy more interesting.
But there really is just so much more to learn.
Oki