I hear you on seeing things out of order. The first episode I saw was "Severed Dreams" during the late-afternoon TNT run (truly the best of after-school programming). It was very disorienting seeing season one after three and four.

Kosh. I've read some great fic, but I didn't get him in canon.

I admired his haughtiness. I must admit, though, that my favorite Kosh plotline was when he ran for President.