Disney was smart to premiere the series with the first three episodes. Together they form a single two-hour movie, with the first two episodes being the setup and the third episode the payoff. Together they do not disappoint, although I feel like the story hasn't advanced very far. They could have told it in less time, but the show succeeds in providing a rich atmosphere with a great many interesting fleshed-out characters all of which have their own individual motivations. If the goal of a good science fiction show is to take you to a different time and place, Andor does it splendidly.
If I were to compare the first three episodes of Andor to another Star Wars series, The Mandalorian, I would say that it is less exciting but still interesting and richer in detail.