When I first heard of this series, I was doubting myself whether Satoshi Kon's "Paranoia Agent" would be worth my time. I've watched "Tokyo Godfathers" and thought it was really great and touching. When I watched "Perfect Blue" I began to think what was the point of the movie... it was just about an actress suffering from hallucinations and there were many unnecessary sexual references. I thought that Satoshi Kon was just wasting his time making the anime. It was pretty pointless and too twisted.
Curious, I started to watch the first episode of "Paranoia Agent". I became interested in it after seeing how modern Japanese citizens run their own lives, while trying to deal with their own problems. The main character, Tsukiko Sagi, is the first to get attacked by Shōnen Bat (Lil' Slugger in English). Folowing next is a series of attacks, also conducted by Lil' Slugger, which are aimed at random people. The mystery here is for the police to solve and try to figure out the connections between the victims. The journey continues up until episode 13.
Viewers are also encouraged to come up with their own theories: Why is Lil' Slugger attacking the victims? Is there something deeper about this case? "Paranoia Agent" explores society issues, and also makes us question whether human emotions and psychological conditions are strong enough to create their own illusions. Is Lil' Slugger even real? Just like other Satoshi Kon films, this series also contains many symbolisms, which help us viewers to understand more about the story.
My last word is, if you like psychological thrillers, then "Paranoia Agent" is a must-watch. If you prefer lighter anime series, then don't (because this series can only be understood by more mature audience). The story may be way too complex and seem like it's going nowhere, but once you start watching it you'll become addicted and try to solve the mystery too.