The answer's not that exciting (the first episode, Beginnings) but the story behind it is better.
I didn't have HBO at the time (or even basic cable yet), and i had been so depressed over a new Muppet series being on a channel i didn't have ever since i first heard about it. However at that time i lived in Ohio so we got CBC from Canada. I was watching something on it and saw a commercial for Fraggle Rock! I was going to see it after all!
HBO was further ahead of showing the episodes, (they started out about four weeks difference and since there was the occasional week CBC would show a repeat or got pre-empted they fell further behind) so whenever i went to a friend's house that got HBO, it was a special treat to see a "sneak peak" of an upcoming episode - the first time this happened was the "We Love You, Wembley" episode and i remember thinking "WOW, quite a bit of changes" and i was even wondering if Gobo always looked that different on HBO!
Eventually we got basic cable in mid 83 but not HBO (a premium channel), but you could still turn the box to where the channel was supposed to be and hear the show with a distorted picture (and by playing with the tv controls, could get a "better" version of the picture basically resembling a snowy black and white version). Every now and then there would be a "Free HBO week" where households would get HBO in their home (even those without cable) in the hopes that people would then subscribe - and by some quirk, we ended up with HBO sticking around on the set for awhile after Free HBO week was supposed to be over!
Veering further off the original subject, i remember getting my first vcr in 1984 and taking awhile to figure out a way to hook it up to record shows on cable so if i was watching something on a cable station, i would set up a video camera at the tv screen!
One more random memory - when watching the second episode of FR, i was eating pumpkin pie and noticed Gobo was the same color of orange so since then original Gobo always reminded me of pumpkin pie!