The first episode of every season has always been on the lighter side of things and this is no different, with the usual staple like Albedo hijinks, maids following Ainz around all the time and ending up crying at some point, and of course everyone telling Ainz how supreme he is
The highlight for me would have to be Fith climbing to the roof to follow Ainz, The maid before her just had to sit with Ainz inside his room while Fith had to climb buildings to follow him around
I didn't know there was a plot reason as to why Pestonya didn't appear after season 2, and Ainz even mentioned a new NPC that would probably appear at some point, no idea about the significance of the mention of that NPC though.
All in all I never dreamed that we'd get a 4th season of this at all, I was very happy when s3 was announced but getting a 4th season is like finding an extra chicken nugget when you thought they're all gone