In the first episode of "The Vanishing of Valerie," hosts John and Sarah introduce the baffling case of Valerie's disappearance and provide an overview of the events leading up to that fateful day. They speak with key guests, including a detective involved in the investigation, a forensic psychologist, and a close friend of Valerie's, to gain insight into the case's background and challenges. Together, they explore potential suspects, theories that emerged during the investigation, and the psychological profiles developed to aid the search for answers. The episode also delves into the impact of media coverage on the case and the emotional toll on Valerie's loved ones and the community.