Serial Experiments Lain doesn't really make sense. The end of the show possesses much more clarity than it's beginning, but frankly it doesn't really feel like a real story at that point, you aren't as invested in the characters but instead the concepts. I kept trying to stay attached to earlier plotlines but they fizzled. Have a buddha-type mindset of accepting whatever happens, don't stay attached to anything here.
Lain is a weirdly relatable character to me, even if she acts as a socially awkward blank canvas. I'm sure she's depressed. If Lain herself sounds up your ally I think this show is worth a try on that alone.
The cyberpunk aesthetic of the show is beautiful. It's a perfect fit. The art-style of the characters gives than nostalgic late 90's vibe. I'm not sure exactly what causes it but this show gives me a feeling of deep, undiscovered nostalgia, if you have any idea what I'm talking about you should watch this ASAP.
There are exposition dumps in later episodes, I love the style of narration and the type of context they provide. It's fascinating world-building, even if you don't feel like the world being presented is real most of the time. Its one of those shows where every episode or two you need to take a break to go back to reality, a deeply psychological mindfuck.
Lain is not the anime I was expecting it to be. I was thinking it'd be more like a Psycho-Pass, rather than an Evangelion. But it's cryptic and meaningless, depressing and stupid. But for some reason that's what makes it so great to me. It's a show I'm sure I'll be re-watching multiple times in the future.
