There are still enough risks for me to be cautious about this one going forward.
The Set Up
Youji Itami is a 33 year old otaku who really only works to support his hobby. Whilst he’s on his way to a doujinshi market, a gate to a fantasy world opens up in downtow Tokyo and spews forth a fantasy army.
Mayhem ensues. The heavy civilian casualties are only significantly reduced because Itami is also a member of the JSDF and in possession of enough of a clue to help organise an evacuation.
This saves a lot of civilians for long enough for the JSDF to arrive in force. At which point it is demonstrated what happens when wyverns meet attack helicopters, and Roman styled infantry meet machine guns.
For his troubles Itami gets a promotion to 2nd Lieutenant once things settle down.
One of the intriguing aspects of episode one is the openly cynical dodge around Article 9 of the Japanese Constitution.
The logic, such as it is and such as there is of it, is that because the gate to the other world is in Japan, what’s on the other side of the gate is also in Japan. So, technically, the JSDF can operate there and still be within Japanese territory.
This is the justification used to approve a JSDF expedition through the gate, to which Itami is now attached as a junior officer.
It is nice to see an anime lead character be an adult in possession of a clue. This came as something of a shock to both myself and @ryorin.
There was also no fanservice in this episode, although this may have been due to the need to fit the story into 23 minutes.
I do see a couple of risks with GATE in coming episodes as the plot shifts to the fantasy world. Most of the characters from the fantasy world in the OP are female, so there’s a chance this will devolve into a harem show, with all the usual tropes.
The opening battle was pretty much a curb stomp once the JSDF showed up. Balancing that in a credible manner is likely to be a challenge, particularly if there’s any attention at all paid to the logistics of the JSDF.
The Interim Verdict
There are lots of ways GATE could go horribly, horribly wrong from here, but the first episode is certainly strong enough to replace Danmachi as my post gym viewing of a Saturday.
 Source Wikipedia, translates to: Gate: The Self-Defense Forces Fight Like This in That Place
 Including several time skips to set up the expedition.
 Including the inevitable fanservice. Sigh.
 Hint: so long as the gate is secure they can drive trucks through Tokyo to maintain supply. Supply lines don’t get much easier, or shorter, than that.