I don't know how much the finale is a spoiler. It shouldn't ruin you watching the entire season correctly that much. I'd imagine watching the finale to be incredibly confusing cuz it's pretty clear things have been going on. The finale would be a terrible first ep
There's a set up, establishing the characters and time period, setting up some subplots and ending them or putting them on the backburner, and then there's the main plot and that heating up to it's conclusion in the finale. Everything is pretty gradual in the build up, especially for main characters in Thackery and Algernon so you should still be able to enjoy.
However, I do recall being late to an ep of a show and foolishly catching the ending and being pissed that I did. Everything is out of context.
Don't think so but Showtime has been airing it like crazy and it is available on demand if you already paying for Showtime in your cable package.