I was tempted to respond with a recording, but I'm busy, so I'm typing. There is an overarching plot line to it, so I would recommend starting from the beginning, but there isn't a real requirement to. If you don't care about the plot and just want to know about the wacky goings-on of a strange town, you can listen in any order. If you want to know about the blossoming relationship between the voice on the radio and the new scientist in town, chronological order is the only order.