Prompted by Author's entry:

A story like TWGOK generally lives or dies based on how interesting you find the character of the week (or couple of weeks) whose story is being explored, and so my initial interest was because the first girl that Keima had to deal with had an interesting story. The second character looked promising, but I dropped the show shortly into the third episode when I wound up feeling that she was an unsympathetic idiot and I didn't care what her story was or what happened to her.

(The bigger story of TWGOK concerns Keima and Elsie, but you have to get through the girl of the week before you get to it. This is much like magical girls shows with their monster of the week and slow character development for the protagonists, just with more angst. If I had thought of this analogy ahead of time, I might have realized that I was never going to stay with TWGOK; constantly wallowing in someone's angst is fundamentally actively disinteresting to me.)