One shot in the premiere holds the clues for the rest of the series
The first episode of Maniac largely focuses on Owen, but it starts off following Annie as she buys a pack of cigarettes and walks the streets of New York. Outside of Milgrim Industries -- Owen's family's company -- she peruses boxes that were left out on the street. In one, she finds a Rubik's cube and a copy of Don Quixote -- both items that will become increasingly relevant once she enters into the Neberdine Pharmaceutical Biotech study. The Rubik's cube ends up in the hands of Owen, and in the finale, he uses a metallic one to ostensibly save the day. Under the influence of the B pill, Annie, as Long Island nurse Linda, reads the Cervantes novel to one of her elderly patients. In a different B pill reverie, Owen and Annie are characters looking to steal a lost chapter of Don Quixote, which purportedly is "so powerful that anyone who reads it is lost in their own fantasies forever." Speaking with Time, Fukunaga said, "[Owen's] break from reality and the lessons learned within Cervantes’ book mirrors a lot of what we’re doing."
As Annie looks at the book, she's stopped by a man who will also come into play later on. He's a security guard, who insists that while he's not a cop -- there's "not much of a difference authority-wise." He reappears when she's looking for Wendy the lemur, as a representative from Fish and Wildlife, also in a B pill dream state.