“Something new needs to happen soon.”

Thus says David Haller (Dan Stevens) to his sister (Katie Aselton) four-and-a-half minutes into the premiere of FX’s “Legion.” Like a red windshield scraper protruding from the snow, the line is a marker indicating that something new is indeed on its way. And that little foreshadowing is the most conventional bit of storytelling we get in the first installment of “Legion” — a relentlessly weird, relentlessly intriguing show that manages to stand out from the enormous crowd of the Peak TV era.

From “Fargo” writer and executive producer Noah Hawley, “Legion” tells the story of David Haller, played by “Downton Abbey” vet Stevens. David, as we learn in an opening montage set to The Who’s “Happy Jack,” was a baby, then a little boy, then a troubled teenager with some serious mental-health issues. Also maybe some superpowers.

For the initiated, this is not news. In Marvel’s X-Men comic books — from which this show is loosely adapted — David is the son of X-Men founder Charles Xavier. He is a mutant gifted with prodigious superpowers, but also suffering from severe psychosis. Hawley has promised to keep the X-Men crossover elements to a minimum — David is the only character from the comics to appear in the pilot. But the fundamental ingredients of David are the same in both media.

The montage fades out to Stevens, wearing no shirt and attempting to hang himself with an electrical cord (two things Matthew Crawley would never do). When we see him next, he is being visited at Clockworks, the mental hospital where he has been spending time, as one does after a suicide attempt. His visitor is his sister Amy. She brings him a cupcake. She’s not allowed to give it to him.

The scene establishes David’s dreary status quo. (His insistence on change comes as he is escorted from the room.) But it also establishes the look of “Legion,” which is like nothing else on TV — a tough bar to clear in a world of more than 450 scripted television shows. Supported by the set, Stevens and Aselton’s mod costumes look both futuristic and retro. Not unlike Marvel’s comics in the ’60s, ’70s, and ’80s, “Legion” evokes science fiction and psychedelia in its look. That aesthetic is as important to the show as the story that follows.

Especially because that story is so twisted. Change comes quickly in the form of Sydney Barrett (an intentional reference to the original Pink Floyd frontman), a new patient at Clockworks, where David and pal Lenny (Aubrey Plaza) have been ticking away the moments that make up a dull day with sarcasm and pills. Sydney (Rachel Keller) is a new patient who catches David’s eye. She turns out to be change David can believe in. But she comes with baggage.

“Too close, too close, too close” Sydney mutters when David bumps into her while trying to give her a Twizzler. Syd, we learn later, has a good reason to not want to be touched. But first we get a surreal dream montage in which we see weird occurrences around David (including a kitchen literally exploding in an impressive display of visual effects).

“Please keep talking so we can all pretend that our problems are just in our heads,” Sydney says as she joins in a group therapy session the next day.

David moves quickly.

“Do you wanna be my girlfriend?” he asks.

“Okay,” she says. “Don’t touch me.”

Another montage follows, this one presenting a condensed-soup version of courtship and set to the Rolling Stones’ “She’s a Rainbow.” It’s to the credit of Hawley — who also directed the pilot — and his aesthetic choices that what could be hackneyed is instead supercool. More importantly, it plants the seed for the audience’s rooting interest in Syd and David.

That rooting interest is immediately endangered thanks to a leap forward in time. David is being interrogated about an incident. Syd, we learn, disappeared in said incident, and the hospital has no record of her.

In a complicated series of jumps between the interrogation and previous events, we learn that David believes — or believed — that he can control object with his mind.

What follows come fast and disjointed. In the interrogation timeline, the word “mutant” gets used for the first time, and we learn that David is being held by some sort of paramilitary operation. “If the readings are right, I’d say that he may be the most powerful mutant that we’ve ever encountered,” Hamish Linklater’s interrogator says, in what is no doubt the pilot’s most superhero comic book-ish line.

Back at Clockworks, we see “the incident.” Sparked by a kiss between David and Sydney, a catastrophic event traps the hospital’s patients inside a room with no door — and leaves Lenny dead, severed by a wall. We also get a first look at the Demon With the Yellow Eyes — a figure that haunts David, whom he believes to be a delusion, and who basically looks like Varys from “Game of Thrones” if you melted him and poured a nightmare all over him.

Through the magic of exposition, we learn that David and Sydney switched bodies, and that, unable to control David’s power, Sydney caused the incident. But as the interrogation continues, David’s powers again are sparked and he causes an incident of his own before being gassed into submission.

Post-Clockworks incident, David (having body-switched back) shows up at Amy’s house, where he eats waffles and talks to Lenny, whose appearance as an apparent delusion ensures that Aubrey Plaza’s casting was not a one-off for the pilot.

But before we get to the dramatic resolution in the interrogation timeline — dance off! If you’ve been wondering when a Marvel-produced television series would feature a Bollywood-inspired fantasy dance scene, wonder no more. David’s dream of dance is disrupted when he wakes to find himself strapped to a lifeguard chair in a pool, his interrogator threatening to zap him with electricity as he grills David on Sydney’s location.

Sydney then appears to David in a memory of the day that the paramilitary group captured him and says that she is about to rescue him.

The last 10 minutes are when “Legion” begins to behave like a superhero show. An impressive action sequence features David and a band of compatriots — several of them boasting superpowers — escaping his captors through what looks suspiciously like a Vancouver public park. Short of “Game of Thrones,” the sequence is as well-executed as anything like it on TV. It also culminates in the pilot’s best moment — David asking whether what is happening to him is real, and Sydney assuring him that it is.

“I’m here. I came back for you. I love you,” Sydney says. And thus our rooting interest in David and Sydney takes root. So in love! So obviously screwed! Then Jean Smart appears, to deliver our hero to the next chapter. (Literally. Hawley has titled each season-one episode “Chapter 1,” “Chapter 2” etc.) Ending with the sudden appearance of Jean Smart is always a good idea.

In Variety’s cover story last month, Dan Stevens said, “I just think the nature of ‘Legion’ is such that it’s quite bonkers.” That assessment suits the pilot quite nicely. Here’s hoping it fits the rest of the series as well.