In the opening episode of "Such Brave Girls," Deb's heart races with anxiety, fearing that her daughter Josie might suffer another emotional crisis as they venture out to pick up Billie, her other daughter, from her workplace. However, it's Billie who unexpectedly falls apart, vowing to take her own life upon catching sight of her ex-lover Nicky with another woman. Deb, in a bid to comfort, advises her daughters to guard their hearts more cautiously in love. Josie, in a dark humor, responds by telling Billie to ensure the blade is clean before using it.
Back at their home, Deb introduces Billie and Josie to her boyfriend Dev, a man she seems to be with merely for the grandeur of his mansion. When Josie inadvertently scares Dev off by discussing her mental health struggles, Deb urges her to conceal her depression more discreetly. Yet, it might already be too late to cast a favorable impression on Dev.
Later, an unexpected and awkward encounter unfolds as Josie catches her mother and Dev engaged in intimate acts in the kitchen. That very night, Dev finds himself unable to perform sexually with Deb, his mind incessantly haunted by Josie's troubled face. He fears that her depression might be contagious, leaving him deeply troubled and distracted.
Thus, Deb sternly cautions Josie to pull herself together and dispatches her to her job at the bookstore, where Josie finds herself confiding in a coworker about her turmoil (prompting the coworker to make a hasty exit). Later, Josie and Billie find solace in sharing their respective battles. "Not everyone is as deeply engrossed in trauma as we are," Josie observes thoughtfully. Yet, they find comfort in the notion that they possess a depth of intrigue that happy individuals lack. Deb, however, remains unsatisfied with this outlook and takes Josie on a shopping spree, hoping to alleviate her depression.
Meanwhile, Billie decides to bleach her hair in an attempt to emulate Nicky's new blonde girlfriend, Bianca. Despite the bleach burning her scalp and causing her mouth to foam, Billie persists with her resolve. When Dev visits next, Josie puts on a brave face, seemingly succeeding in lifting her spirits. However, Billie storms back, accusing Josie of neglecting to mention how her hair looked from the back. Dev enters the apartment amidst their heated altercation.
Back at the mall, Deb attempts to return Josie's newly acquired, ketchup-stained dress, resorting to tears to secure a refund. Separately, Billie reveals to Josie that Nicky never used a condom during their encounters, and Josie learns that she hasn't had a period in two months. Unlike Josie, Billie remains unperturbed by this revelation.