I can totally see what you mean, but I´m patient. Remember Mushishi? Not much of a connection between episodes. And then slowly you find out more about Ginko-san. It´s maybe a gamble on my part, but I expect that the bigger picture will become more obvious after the half-way point of this anime. For now, we have main character, a companion (who´s cat alter-ego I really like), and they´re out there to achieve *something*.
The big challenge for this anime is to keep telling interesting per episode-stories without boring the audience. For now, I´m not bored.