In the U.S., television shows run in "seasons". A show usually has one season per year. The season has somewhere between 8 and 24 episodes.

The "season premiere" of a show is the first episode in that season. So, for example, if a show that you like finished six months ago, and yesterday a new episode came on last night, you can say:

I saw the season premire last night.

Shows also have a "series premiere", which is the very first episode of the show.

The opposite of a "premiere" is a "finale":

The season finale is next week.