A guard has his arm severed and is then decapitated by a barely-visible force. Another guard watches this as he cowers before a mysterious young woman kept caged and in restraints. This lady uses her unseen power to lift the keys to her restraints from the first guard's corpse, while the second guard panics and fires his gun, albeit to no effect. The restraints are undone and destroyed in short order, and she uses her powers to open the massive steel doors to the vault-like room she is in, amidst the blood and body parts of the two slaughtered guards. In another part of the same facility, a young woman named Kisaragi is questioned by her fellow secretaries about her boss, Kurama, who has a reputation for being a scary individual. She speaks up on his behalf and instead chastises herself for mistakes she makes while working for him, which only makes her even more determined to be the best secretary she can be for him. The emergency signal due to the escape sounds throughout the compound, announcing the sealing of the research block to all non-combatants. Kisaragi determined to deliver the coffee mug to her boss, nearly trips, but saves the beverages, ignoring the warning. The helmeted woman strides nude through the complex, cutting apart guards attempting to stop her, using objects to kill them when they are outside of what the guards say is her two-meter range of attack with her unseen power. Cleverness and timing deflect heavy weapons fire from fully automatic weapons, and no guard is spared as she goes, finally opening a central door leading to her escape. There, she runs into a group of guards led by Kurama, who to his horror, sees Kisaragi trip and fall right in front of the helmeted girl, who he calls Lucy. Lucy proceeds to tear the head off of the confused Kisaragi before she even realizes she is in danger. The guards open fire as Kurama screams, and Lucy uses Kisragi's headless body as a shield against gunfire, then uses her pen as a missile against one of the guards, cutting up others unfortunate enough to be nearby or foolish enough to rush her. Kurama calls for the outer doors to be sealed, but a hidden figure causes the facility's outer blast door to malfunction, allowing Lucy to get outside. Kurama instructs a sniper using a 50-caliber anti-tank weapon to aim for Lucy's head. The shot goes off, but a combination of Lucy detecting it and the round hitting the restraining helmet keeps it from being a kill-shot. The helmet comes loose, revealing both her face and her long red-pinkish hair, as she loses consciousness and plunges off the cliff of what now seems to be an island and into the surf. Kurama immediately assumes that the shot failed.
At Gokurakuji Train Station in Kamakura, Japan, a young woman waiting for someone realizes that they have already left the train station. Seeing a young man atop a beautiful staircase, she calls him Kouta and introduces herself as his cousin Yuka. When he asks how she knew she could find him there, she responds that he always loved the ocean view from that spot, and then begins to take him down to the beach they played at when they were children. This location brings back sad memories of a young girl named Kanae, Kouta's younger sister, who sought to impress him with a gift of sea-shells. As Kouta thinks this memory over, Yuka sees a naked girl standing on the beach. It is Lucy, but all she can mutter is the sound, 'Nyu.' She runs from the pair, trips, and cries like a small child. At Yuka's urging, Kouta gives her some of his clothes, upon which they discover both her head wound and the fact that her horns are real and not some hair accessory. This sight triggers a memory in Kouta that he cannot explain, but that frightens him terribly, of a young girl angrily calling him a liar. Yuka snaps him out of this and suggests they take the girl back to the house Yuka's mother is letting Kouta stay in exchange for maintenance. For his part, Kouta is stunned at the size of the place and his task in cleaning it alone. Impressed by an antique grandfather clock, Kouta notices the girl becoming agitated, but he and Yuka can't figure out why till she pees on the floor, forcing a bath for the two girls and a floor scrubbing for Kouta. At mealtime, the girl cannot even seem to feed herself, which forces Kouta to feed her and tests Yuka's patience. The sound the girl makes, 'Nyu,' becomes her name to her hosts.
Back at the island research facility, Kurama's assistant tells him that the blast doors had no malfunction, despite the way they mysteriously opened when Lucy escaped. Kurama cites the need to destroy Lucy for the safety of Humankind and tells her to activate a special assault team to do so. At a practice range for these operatives, their very best is exceeding all expectations, till he tires of facing virtual enemies who don't counter-attack. The agent named Bando is excited at the prospect of hunting down Lucy. An unfortunate secretary takes him by surprise and is savagely backhanded as he departs to make ready for the mission.
At the house where Kouta is staying, Yuka has cleaned the rooms, which Kouta concedes will be his job tomorrow. While unpacking his things, they come across a treasured keepsake, a shell that was among the last things ever given him by his sister Kanae, who died of a disease not long after. The reference to her dying of a disease confuses Yuka, but she does not dispute him openly. Nyu takes the shell, stares at it, and then cracks it in two, sending Kouta into a rage, who forcefully grabs Nyu and yells at her, shouting at her to leave. Nyu runs out, scared and crying, and the rain begins outside. When she has calmed Kouta down, Yuka speculates that Nyu saw the sadness the memory the shell brought out in Kouta, and since Nyu didn't want Kouta to be sad, she broke the seashell in half, mistakenly believing that she did him a favor. Yuka also tells Kouta that maybe he does Kanae a disservice by always remembering her in sadness. Yuka resolves to go and look for Nyu. The assault team arrives over Kamakura. Bando plays a vicious head game with a fellow unit member involving an unloaded gun. Their mission leader warns again of how dangerous their target is, while on the beachfront, a crying and confused Nyu waits in the rain.
The Hunter, and the hunted. The tables turned, and then, turned again. Torn between an instinct for destruction and an ignorant bliss, innocence is her only chance at peace. On the next Elfen Lied, Episode Two : Annihilation.