Well, I've watched episode 3 and as Deathkillz said mainly some talk with a cliffhanger at the end. What got my attention in this episode are 2 things, first of all
Spoiler:
it seems that enemy wind guy killed that girl Kazuma couldn't protect back then, but it's still too early to say. Another things to mention is how in next week's preview we see Kazuma regain his original blue eye color (they are red now due to the contract with the wind spirit I think) thus it could mean his contract gets broken. Now for the
real spoiler: It seems Ren critically hurts Ayano next episode as he's brainwashed/being controlled, but she'll survive it anyways. We also see some dark creature with red-colored eyes and smoke coming out of his mouth battling with Ayano at this points of upcoming episode (probably last part) and it seemingly all ends with a kiss between Kazuma and Ayano
My opinion for this week's episode, and of course I'll drop by time-to-time to join the speculation/discussions here