So, you got that shiny new DVD set of the show Heroes, and you're looking to see what all of the fuss is about. Now you look on the back and see that there's a never-aired pilot episode, and it's a full 70-something minutes long. Wondering what order to watch the episodes in? No problem.
First, start with the unaired pilot. Hmm, the show is a bit enigmatic and overwhelming with so many storylines right from the start, but no big deal. Looks interesting enough.
Then, move on to the second episode. You may notice at this point that there are already serious story and continuity errors. By the end of the episode, you should be scratching your head. This is normal.
To clear everything up, now watch the first episode. You'll note that, like the second episode, it's very similar to the unaired pilot, except different in subtle, confusing ways. Wait, that guy lost his hand a few minutes ago; how does he have two hands now? What was all that stuff about cancer? Why is that painting different in this one scene? We just saw that scene, and it was a different painting.
Request for future DVD producers: if at any time it is not 100% clear what order to watch things in, please include documentation either in the packaging or the DVD menu.