you can start watching immediately as it is downloading and it has a player built in, whereas the traditional torrent client needs to finish the video first and you need a separate video player.

Most torrent clients have a "download in sequential order as far as feasible" feature, addressing the first issue.

It's generally a good idea to download the first and last pieces first when doing sequential downloading to ensure that the file doesn't appear too corrupted.

Also, always using sequential downloading isn't very good for the swarm; it means that disproportionately fewer seeders are available for the later chunks of a torrent.

I'd recommend downloading the first episode or two sequentially, but downloading the rest of the torrent normally (or perhaps just first/last parts first).