Important Episodes vs Filler
The Wrong Path | Eye of the Beholder | The Road to Calydon | The Festival of Dionysus | Ares | As Darkness Falls
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Pride Comes Before a Brawl | The March to Freedom | The Warrior Princess | Gladiator | The Vanishing Dead | The Gauntlet | Unchained Heart
Being that this is only the first season of HTLJ, and only thirteen episodes to boot, there's not a whole lot of ground to cover here. There are some TV films that came before, but it's not necessary to have watched them first. You can start with this season and not be too lost, especially since neither Xena nor Hercules really became serialized until around their respective third seasons.
1x01 — The Wrong Path: The episode that kicked off the entire series, as well as really set up the antagonistic relationship between Herc and his wicked stepmother Hera (not that their relationship had been all that great even before she'd killed his family).
1x02 — Eye of the Beholder: Your typical monster-of-the-week episode, the first of many. Notable only for the introduction of Salmoneus.
1x03 — The Road to Calydon: Herc helps some people, fights a monster, and defeats some minions sent by Hera. Yada-yada.
1x04 — The Festival of Dionysus: Notable only for the first 'introduction' of Ares.
1x05 — Ares: Here, Ares gets a physical form, however brief and monstrous.