Conflict

In all reviews, of all media types from tv to books to movies, conflict or a tense situation often holds the most attention.

If the opening scene or sequence is of one of them threatening another with something (can be anything from the comedic to the dangerous). Then break down the why is bits of flash back for the other characters. Offer the viewer the different perspectives. This would act as both an introduction to the character's personalities and ideals, as well as give a starting point for the series.

What happens at the end? Leave it a cliff hanger. Lost did an excellent job of that. ;) I'd take notes from that show.

Smashing setup

To create a smashing first episode, you need to get (at least some) of the characters to meet together at a dramatic setting.

Let's say one of the immigrants has been here for a while. He/she has managed to fulfill the "immigrant dream" to a degree - he/she has started an own business or found a dream job, learned to speak the language and to understand the society.. All is going well....Until these three characters show up...

They don't know anything about living in Finland. They all come from areas that, in their native settings, would conflict with each other. Is it possible to leave that conflict behind in a new setting, a new country, a new life?

And to cap it off, a Finn with no understanding of the reality of immigrants happens to stumble into their lives for his/her own motives.

Any way you chose to write these 5 characters, conflict AND understanding would be inevitable. It could be priceless..