The X-Files S00 E02 Secrets of the X-Files

"The truth is out there."

This episode shows various clips from previous episodes (up to "Our Town"), explains the history of Mulder and Scully including how/before they met, then explains the other important characters (like Skinner, X, Deep Throat, CSM) and then summarizes/explains highlights (like Scully's abduction and the alien clones).