Tony Soprano leads two lives, one where he is a good family man to his wife, two children, and his widowed mother and the other as part of the New Jersey mafia. He soon begins suffering from panic attacks and he begins seeing a female psychiatrist, Dr. Jennifer Melfi, which he knows if members of the 'family' find out, he will be killed. Meanwhile, Tony's Uncle Junior wants to use Tony's childhood friend, Artie's, restaurant to whack a guy by the name of Pussy Malenga.
A truck hijacking goes wrong for Christopher and Brendan and it angers Uncle Junior. Tony has to force his mother into a retirement home, something she doesn't let happen easily. Meanwhile, Giacomo 'Jackie' Aprile, who is the acting boss of the family, is deathly ill with cancer.
Junior is upset that Comley thanks Tony for returning the stolen goods to Comley Trucking, so he goes to visit Livia at Green Grove. However, Tony's mind is on Jackie Aprile who is in the hospital now and also feels guilty about Artie and Charmaine Bucco who are having to undergo a second arson investigation for the Vesuvio fire. Meanwhile, Meadow asks Christopher and Brendan for some help in studying for their SATs.
Tony keeps having strange nightmares and some involve a naked Dr. Melfi, so he decides to have her followed. Christopher continues to worry even after he leaves the emergency room about who really beat him up. Tony decides that he is going to resolve all his issues with Uncle Junior. Meanwhile, after Anthony, Jr. continues to get into fights at school, Meadow decides to complicate things for him by finally revealing what their dad really does for a living.
Tony decides to escort Meadow to Maine where she is going to look at prospective colleges. While there, he notices an old 'friend' and his trip quickly changes from helping his daughter along her educational way, to just helping her survive the weekend. Meanwhile, Carmela, who is back home and suffering from the flu, gets a surprising visit from Father Phil and a even bigger surprise phone call from Dr. Melfi.
Junior is more than thrilled when he is named the new Boss of New Jersey and no one is more upset than Tony. After Junior decides to tax Hesh, Tony goes behind his uncle's back and sets up a meeting between Junior, Hesh and Johnny Sack, so the later two can get Junior to change is mind. Tony and Carmela end up celebrating their 18th wedding anniversary in Johnny's Manhattan restaurant where Carmela realizes that she is jealous of Dr. Melfi more than she ever has been with one of his mistresses. Meanwhile, Tony continues to have erotic dreams of Melfi and even tries to kiss her at the end of their session.
Anthony Jr. ends up acting out at school and Tony has no idea what to do about it. However, the school psychologist thinks that A.J. may have Attention Deficit Disorder. All of A.J'.s problems make him remember his childhood, which Dr. Melfi insists does not mean that A.J. will end up the same as him. Meanwhile, Livia discovers, through A.J. that Tony is seeing a psychiatrist.
The talk of the town is the indictments that are scheduled to come down and how Tony and his associates are going to deal with them. Christopher later becomes upset because when the associates were named on television, he was not one of them. Meanwhile, Livia decides it's the perfect time to tell Junior that Tony is seeing a psychiatrist.
Tony and Sylvio plan drastic action when they hear some disturbing news about Meadow's soccer coach.
Tony learns of a secret that Junior would rather keep under wraps. Tensions flare when they begin needling each other during a golf game. And this results in Junior giving up a long term relationship.
Carmela and Dr. Melfi agree that Tony needs to expand his horizons and meet new people, so he and Carmela decide to begin socializing with the neighbors. Meanwhile, Christopher and Adriana decide to try to make it in the music business after a chance encounter with a rap star by the name of Massive Genius.
Tony is shocked to learn that his old friend, Big Pussy, may be a rat. He sends Paulie to investigate when Pussy acts suspiciously.
Junior reaches the breaking point when he learns that Tony has been working behind his back. He and Livia begin conspiring to take action against Tony.
Tony has become severely depressed since Pussy has mysteriously disappeared. Dr. Melfi has increased his Prozac dosage and placed him on Lithium and he begins to think about a beautiful Italian woman named Isabella. Junior finally makes his move and Tony is attacked while stopping to buy some juice at a newsstand. After the attack fails, Junior and Livia await their fate as an FBI agent tries to get Tony to say he was the target of a hit so he and his family can go into the Witness Protection Program and give up the rest of the New Jersey mob.
Tony and Junior decide what to do with Jimmy Altieri after they both agree he is wearing a wire. The FBI allows Tony to listen to a tape from Livia's room at Green Grove and he discovers just who wanted the hit to be made on him. He also discovers that the FBI, his mother and his uncle all know he is seeing Dr. Melfi. This makes Tony fear for Melfi's life and he informs her that she needs to get out of town. Meanwhile, Livia has a stroke after a run-in with Tony.