In fact, Jesse makes his biggest comedic splash right in the beginning, as pointed out by Screen Rant. The very first episode of Breaking Bad season 1, “Pilot,” introduces Jesse as Walt’s former slacker student — and his very first scene shows him trying to escape the DEA by sneaking out of a window in his underwear, and promptly falling off a roof as he tries to put his jeans on.
Remember, at this early point in the series, Jesse was still being written as a character that was supposed to be killed off during season 1. As Gilligan later explained, as transcribed via ComicBook.com, Jesse’s unintended survival was the result of both the writer’s strike and Aaron Paul’s unexpectedly immense talent. “[I]t became pretty clear early on that that would be a huge, colossal mistake to kill off Jesse,” Gilligan said. “But the idea was … I didn’t know how important Jesse was [going to be].”
So in the pilot, Mr. Pinkman is a considerably more comedic presence than in later seasons, much like how the early version of Walt is still a clumsy chemistry teacher who cooks meth in his underpants. He tries to play tough and wears absurdly giant clothing. He thinks that cows live in a “cow house.” His interaction with Walt’s chemistry set, and his attempt to escape Krazy-8 (Maximino Arciniega) and Emilio (John Koyama) are borderline slapstick. While later episodes have equally amusing scenes, “Pilot” delivers so many of them, at such breakneck speed, that it could easily be considered Jesse’s finest comedy hour. Talk about a dynamic introduction!