The Daria Episode Guide:

"And now back to Sick, Sad World"
Reporter: This is just astounding! Here you are, blind, deaf and barely able to walk. Yet you conducted simultaneous affairs with three members of the royal family. The question on all of America's mind is; how did you do it?
Man: What?

The Morgendorffers move to Lawndale (why, we don't get told), and Daria and Quinn have to adjust to a new school. Quinn does this by getting out of the car: she immediately attracts the attention of the Fashion Club and lots of guys.
Daria and Quinn are forced to take a psychological exam, which Daria 'fails'. She gets forced into a self-esteem class, where she meets Jane (who tells Daria not to listen to the teacher, she'll fill her in later since she's taken the class six times). Daria and Jane, while watching Sick Sad World at Jane's house, decide to pass the test so they can go hang out at UFO conventions.
Mr. O'Niell is so impressed, he makes them give speeches at an assembly. Jane fakes a break down and runs off, and Mr. O'Niell chases after her. Daria gives a boring speech, and repeatedly thanks Quinn by name as her sister.
Later, Daria guilts her parents into going to the UFO convention and taking Quinn with them.

"They've been going out for awhile, and he's upset because other people keep asking her out, and she's saying she can't help it if she's attractive and popular, and besides, nobody ever said they were going steady. And if he does want to go steady, he's got to do a lot better than movie, burger, backseat, movie, burger, backseat, because there are plenty of guys with bigger backseats, waiting to take her someplace nice." - Quinn ("Esteemsters")

"Listen, is this going to require any parent/teacher conferences or anything? And if so, is this the sort of thing my assistant can handle?" - Helen ("Esteemsters")

"We tell you over and over again that you're wonderful, and you just don't get it. What's wrong with you?" - Helen ("Esteemsters")

"I like having low self-esteem. It makes me feel special." - Jane ("Esteemsters")

Jake: How's the old self-esteem going, kiddo?
Daria: My self-esteem teacher says that being addressed all my life as child epithets like "kiddo" is probably the source of my problem.
Jake: Really?
Daria: No.

"He says I should think back to circumstances that brought me happiness as a child, and replicate them. But I supposed Quinn's here to stay." - Daria ("Esteemsters")

"Well, I guess I'd like my whole family to do something together. Something that'll really make them suffer." - Daria ("Esteemsters")

"Don't worry, I don't have low self-esteem. It's a mistake. I have low esteem for everyone else." - Daria ("Esteemsters")

"Usually when I have this dream, I'm wearing pink taffeta." - Jane ("Esteemsters")

Wraith's Ramblings:
This episode was the first of the series, although I didn't see it until after the rest of first season. Pilots tend to be focused on hooking people into watching the rest of the show, and this one would have done so for me if I'd actually seen it first. It gives us the basic set up for the main character and several others, as well as a basic run-down of her situation. As a pilot, it also set several trends, some good (Daria turning bad situations to her advantage), and some bad (male-bashing).
Also see my Rambling of 6-26-97

Sick, Sad World (the site) was created by Wraith