The scene opens in Moscow, deep within the USSR, on December 24th, 1976. It's the Cold War era, and the Americans have boots on the ground for their surveillance project. However, they've hit a snag. Chris Grant and Tom Hasbeck are on a case, with Chris meeting his contact, Snowshoe. He warns that they're running out of time as the authorities are onto them and they need to exfiltrate immediately. A tense car chase ensues, leading to Snowshoe's tragic demise. However, the two other men manage to escape this ordeal in one piece.

Elsewhere, we meet the wives of these two agents. Beatrice has been in Russia for six months now but she still has a lot to learn, despite being proficient in the Russian language. She's given a crash course in negotiations here, thanks to Twila, Tom's wife. The difference between Bea's loving relationship and Twila's strained, difficult marriage is night and day. Tom is just with Twila for the sake of a marriage, while Twila hates the life they have together here too. She doesn't take anything seriously and she even unintentionally jeopardizes her husband too, outright mentioning the CIA while they're at their apartment.
That night, Bea and Twila reconvene again at the party but their schmoozing is interrupted by an important meeting. Both of them are pulled into the men's room to be debriefed on matters. It turns out both their husbands have been killed after crashing a plane 30km outside of Moscow. Neither of them mentioned anything to the women about this mission, and Bea in particular is completely beside herself. Twila is a little more on the ball, and she demands they cut the crap and tell her what really happened. The cover story is in place and right now, the US officials are tight-lipped, refusing to say what really happened. The thing is, Dane doesn't actually know, and neither does Director Bush apparently. They're both scrambling for answers, just like the wives are. For now though, Bea and Twila are heading home.
For Bea, home is a place of warmth and love in Rhode Island, where she is surrounded by her doting mother. During her stay there, she comes across Chris' belongings, including a card with mysterious Russian text inscribed within - "Winged horse over the entire world." This discovery piques her curiosity and prompts her to seek answers. However, the United States isn't the place to uncover them, and with Twila having no family ties here, given her mother's absence, they both decide to return to their Motherland.
When they speak to Dane about their plans to work in Russia, they express their desire for jobs. Dane then broaches the idea of using them as Soviet agents, leveraging the fact that as women, they would fly under the radar since the Russians would never suspect them of being spies. Although Bush is initially unconvinced, Dane's persuasive arguments eventually sway him.
Fast forward to January 1977 in Moscow, where Bea and Twila are back in Russia and invited into the Bubble - the one room in the Embassy where they can be certain of being unobserved. Inside, they receive their instructions. Bea will resume her previous role as a secretary to the US Cultural Attaché, while Twila will serve as a special assistant to the Ambassador. However, these jobs are merely a cover for a more covert assignment that they will receive that night.
As the sun sets, Dane fills them in on the details. He explains that he is always being followed by the KGB, who can be identified by a distinctive triangle of dirt on the front of their windscreen. For Dane, he's a POI (Person of Interest). But for the two girls, they are PONIS (Persons of No Interest) - "Ponies," Twila chimes in with a snicker, eliciting strained smiles from both of them.
Dane continues, explaining that the US is in the process of trying to turn an agent named C.K. Solar, who is highly placed and working with Russian intelligence. Given Bea's proficiency in the language, she will be communicating with him. "It looks like it might snow today" is her code-word. As for Twila, she will be on lookout duties to ensure that nothing untoward happens and that the KGB doesn't suspect their true intentions.
The designated rendezvous point is a bustling Soviet pub, where they must also deliver a book. In the midst of this, the two girls will be effectively hidden in plain sight, undetected by the KGB. Given their novice status, the pair almost misses their appointment too, marked only by a thin strip of lipstick on the doorframe of their hotel. As they head out, we also learn that Andrei, one of the top KGB agents, has a mole inside the Embassy. A scheming British man named Phil is about to be sent back to London. Andrei desires to tie up loose ends, much to Phil's dismay. Whether he lives or dies at this point remains unclear.
Returning to the pub, Bea meets with her contact and the pair actually seem to hit it off quite well. While they talk, Andrei happens to be observing Twila from outside. As she engages in a scuffle with an older man, she notices a peculiar symbol - a horse standing atop the world. It's just like the card!
Twila bangs on the window when she realizes Andrei is inside, and Bea realizes this too late as Andrei appears and confronts her. Bea introduces herself as Nadiya Melnikova, a Russian schoolteacher. However, Andrei is not convinced and as the pair stare each other down, the episode reaches a tense conclusion.