If you're considering watching this show, chances are you've already watched Marvel's Daredevil and know what to expect: a darker, grittier tone than the rest of the Marvel universe, great production values and strong characterization. It delivers all those things and more.
Jessica Jones tells the story of a retired superhero, a woman who tried to help and failed. Jessica is a broken character; she suffers from PTSD, has nightmares and constant flashbacks and drinks a lot. She's an incredibly compelling protagonist; flawed but strong, broken but fighting, sad but with a sarcastic edge that makes her funny and easy to love.
The show isn't afraid to explore dark themes of sexual assault, rape and abortion and it does so with taste. The victims are not shown being raped; the viewer is just expected to believe them without titillating rape scenes to prove the facts.
As a survivor herself, Jessica shows both the signs of her trauma and the will to fight back. Women in Jessica Jones suffer, they fail, but they fight.
Unlike Daredevil's Kingpin, Killgrave is a threat from the first episode which results is better pacing (Daredevil took 4 episodes to find its feet in my opinion). Because of Jessica's PTSD, you constantly feel his shadow and the tension is constant. The show doesn't waste time with an origin story or training sequences; it takes you straight into the action and doesn't let you go.
A definite success for Marvel.