Episode 3:
I figured out what felt special about the atmosphere here: it's bittersweet.
We are getting some "meditative" show almost every season now, but all of them are just about "relaxation" and "calm", which are good in their own right. But they are not truly "meditative", except for maybe some specific moments, since they do not have self-reflection. In here self-reflection is practically the main theme.
It's not just the specific stories that each episode tell, either. Yes, each story is somehow connected to the past, and Frieren does remember stuff showing bits of her past. But there are also small things here and there, that indicate passage of time, and how things change regardless of whether people want them to or not. I think the story told in this episode kind of reinforced this, showing that the time is not standing still to another being, that can live for a long time similar to our elf.
I can't think of another anime which had this feeling as its pillar. Yes, a lot of stories spanning multiple years or even decades have moments, when some character reminisce about the past, and friends lost, but those are brief and fleeting and they are often used as an epilogue to show how the character has grown and that the character has not forgotten the past. In this anime, though, it is practically the whole world that changes and tries to remember.
On a lighter note: Frieren's face, when she got a potion, that only dissolves clothes is priceless.