On the surface the premise of the show seems interesting. A regular working adult buy a sparrow, that turns out to be some sage from another world. Both just want to live in peace, and as such decide to sell stuff from the worker's world in the sparrow's world. The worker also learns some magic, and uses it in a sudden accident that reveals his world has psychics, and then since he is considered one - he is now pulled into being a "cop". But when you start thinking about little details, everything kind of falls apart.
The "other" world accepts goods from worker's world too quickly and too easily, considering they are in "medieval" state. If I was a merchant, let alone a merchant guild master, and some random guy brought to me almost magical pens and paper - I would have started asking a lot of questions about, what are these good and where they come from. Yes, the worker would not have answered them, which would me even more suspicious, so that I would hire people to tail him. In fact, I would have done that even if he answered my questions.
But ok, let's assume the guild master was stupid... The king (or whatever) was stupid as well. The worker tells him about an alleged ship-wreck, and not only does he not investigate the site of that ship-wreck (to confirm it happened and to reclaim resources), but allows the random guy to walk freely in his personal mansion. Say what? Does he not know of potential dangers of letting a stranger into your home? I am not suggesting putting him into a cell or anything, but some caution would be absolutely natural here.
It's not better on the psychics' side either. Imagine: you are an agent of (supposedly) secret organization, that monitors and, possibly, controls people with special abilities. You are attacked by one such individual, and struggling with him (which also made little sense, but ok), but then saved by a random guy, who also has abilities. A random guy with abilities, who is not registered, and is not aware of other people with abilities. Instead of detaining the suspicious guy you not only bring him to your headquarters right away (this may be somewhat fine, though), but somehow make him a "cop" right away as well. Forgoing all possible procedures, like filtering, assessments (which they did a bit later), actual registration... And forgoing chain of command even. If you did that in real world - you would be fired or otherwise severely punished right away. If the structure of organization was even loose enough to allow such thing to happen in the first place: remember, it's a "secret" organization, they should know what "security" means.
Other than that the show was also mostly boring. There were some arguably interesting moments, but I feel it will be struggling with self-identity: "Am I a sit-back-and-relax show or am I an action show?". I'm not sticking to see if it will find an answer for itself.