In the inaugural episode of "History of Philosophy Without Any Gaps," Peter Adamson introduces the podcast's ambitious scope: to comprehensively cover the history of philosophy, including non-European traditions like Indian, Chinese, and African philosophy, alongside the Western canon. He emphasizes the podcast's commitment to filling gaps by exploring the contributions of female philosophers and related disciplines like science, medicine, and the arts. Adamson also discusses the importance of historical context in understanding philosophical developments and then delves into the life and ideas of Thales of Miletus, the first Greek philosopher, examining his views on water as a cosmic principle, the soul in magnets, and the notion that "all things are full of gods," setting the stage for future episodes on Thales' successors and other pre-Socratic thinkers.