It's rare for Breaking Bad to open a show with consecutive gut punches; the show usually starts with quiet character moments in its early scenes. This one opens with cold murder, an explosive confrontation between Walter and Skyler, and Bogdan meeting Heisenberg for the first time. Let's take those one at a time.
First, the Pollos truck robbery. The enemy cartels are working smarter, and getting more deadly. They are ahead of the game, and they can't be kept at bay forever. Gus doesn't want confrontation -- "This war stays cold, for now." -- but the wolves can't be kept away forever.
The scene between Walter and Skyler was literally breathtaking. Seriously. Their argument regarding Walter's recklessness and his swatting away of Skyler's concern mounted until Walter dropped the bomb: "I'm not in danger, I AM the danger!" I sat on the couch, jaw down, coffee cup halfway to my mouth, and it took a few seconds to realize that I had stopped breathing. It's in the open now: Skyler is married to a monster, and it's up to her to protect the family from him.
And then Walter introduces Bogdan to Heisenberg, who uses Bogdan's prized first-career-sale dollar bill to buy a coke from a vending machine. Casual ruthlessness served cold. That casual ruthlessness pops up later when Walter hires the laundry help to clean his superlab; he knows, he HAS to know, that he's just spoiling for a fight with management, and that his stunt put the cleaning ladies in terrible danger. (Seriously, they were lucky to get out of there alive, assuming that they really were bussed out.)
Jesse continues to surprise everyone (even himself) by embracing his job as hired muscle. His street-smarts and tenacity are earning Mike's respect. They may even be earning Gus's respect; he meets Jesse briefly, which he would never do for Walter. When Walter rants to Jesse about how Gus is, indeed, driving a wedge between the partners, Jesse ignores him because he doesn't want to hear it -- and because Walter sounds like a pompous, paranoid fool saying so. (Sadly, Walter is probably right; Gus will never fully trust Jesse.)
And then the just-reconciled Whites play tug-of-war with their son. (It's good to see R.J. Mitte get something to do, and fun to watch him transparently manipulate his dad.) Skyler, knowing that she'll be playing the mean shrew to Walter's cool-and-generous dad, does what she has to do to keep the family safe. Walter may be providing for his family, but it's Skyler who mans-up. Her pain as she takes the unwanted "bitch-mom" mantle is hearbreaking to watch; Skyler is needlessly maligned (judging by the BB reviews) and Anna Gunn's protrayal is underappreciated.
For each character, the list of available options is whittling down. Things are coming to a head. The cartel is moving. They have Gus's number, and, as shown last season, they know where Walter lives. It becomes clearer with each episode that no one is secure. Everyone is cornered. The show knows how to build to a full boil, and it's a great, violent simmer they're pulling off right now.