While I won't go into too much detail on what takes place, Hank is working for a man whose father recently passed away, and the son is spending a lot of time cleaning out his father's old workspace. At one point, though it's clearly upsetting to the son to complete the task, the son argues that he has to do it. Hank takes the opposite stance, suggested that it's "crazy" to clear out the father's panic room, and that the man should just ignore that it's there.
Obviously when a loved one passes away it can be difficult to deal with all the things they leave behind, but arguing against dealing with it seems like bad advice as Hank isn't suggesting that it ought to be done at a later date when the man is feeling better. Hank instead is taking the tack that it ought not be done at all (what would the world look like if everyone took that stance?), that the paranoid panic room that the father put in should remain in the house, complete with the father's stuff, forever.
Extrapolated, that, in a nutshell, is the issue with the premiere. It is full of moments where the audience only has to stop and think for a second about what is taking place to realize the foolishness of it all. Television shows that take place in alternate universes or on alien worlds or at some point in the not-too-distant future can more readily get away with such issues — after all, we don't necessarily understand all the motives in such a world. This show is not in such a world.
Royal Pains may deal with the life of the super-rich in the Hamptons, but Hank is supposed to be the normal guy thrown into the abnormal world; he's the average Joe (but great doctor) that we're supposed to identify with. To watch him continually do odd and at-odds-with-one-another things makes it awfully hard to identify with the character.