The best way to describe this series is X-files meets Downton Abbey. Personally, I'm a fan of stories that mix history in fiction, so perhaps I'm bias in its favor, but there are several aspects of this series which are successful.
The show's premise is actually fairly straight forward. The characters of Harry Houdini and Arthur Conan Doyle team up with a plucky female detective from Scotland Yard in order to solve a series of cases. Naturally, each of mysteries have what appear to be some element of the supernatural. Most of the stories also touch on the personal struggles of the two leads, so watching from the beginning will enhance your ability to to follow and enjoy each episodes.
What really makes this series are the actors. In addition to having really talented leads, the cast is strong overall. Perhaps it's just me, but I am sick to death of reality TV and hackneyed sit-coms. Consequently, getting to watch actors who actually know how to act is, for me, more valuable than ever.
Another thing that makes this very enjoyable to watch is its visual appeal. The costumes and set designs are very well done and, even if not always historically accurate, evocative of a romantic and bygone era.
The stories themselves are fast-paced and fairly intricate by today's standards. They also blend fantasy and reality in a way that's pretty darn appealing.
Although billed as a mini-series, if this show doesn't get a second run it will be a shame. It's charming, beautiful, and very watchable.