Before it even aired, the writer said, "Don't judge the show before the 6th episode." Unlike Battlestar Gallactica, there was a plan around this show, so they spent the first 5 episodes just painting the backdrop. Just like a novel doesn't jump right in, the series didn't either.
Starting with the 6th episode, lots of crazy stuff is going on and you don't know what's up. You learn about why the doctor has scars on her face, history of some of the actives, the Dollhouse is one of many around the country, etc, etc. A big backdrop and the story can go any number of different ways now. Very innovative show -- which is why it'll probably get cancelled.