Something I like a lot about Serial Experiments Lain is the strange recurring theme of seemingly random events with major consequences. The first ~half of the show is full of Chekhov's guns that fire much later, often with clear visual references (including the literal gun)
This interconnectivity caught my attention the very first time I watched the show, but I found more instances of it on the subsequent re-watchings. Tbh at first, I even missed the relevance of the emergency train stop in the first episode.
This makes Serial Experiments Lain, despite its notoriously vague presentation, a surprisingly cohesive experience. I with more anime titles had this sort of cohesiveness