Looks like you skipped the pilot episode
Fun fact: Adventure Time with Pen and Jake (yes Pen) was originally a short that premiered on Nickelodeon before it was bought by the folks over at CN. You should watch the pilot since it'll help you see how far the animation and stuff has come!
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http://www.youtube.com/watch?v=Il-X-7d0pW4&feature=youtube_gdata_player