First off, the show is Kamen Rider Zeztz, the episodes are free on the TokuSHOUTsu youtube channel. And new episodes premiere every Saturday night on live, and the episode drops as a standalone video on Sunday Afternoons
Baku Yorozu is an unemployed 23 year old man who always dreamed of becoming a secret agent. Problem, he is super unlucky. He was struck by lightning, hit by a meteorite. And in episode 1, he is hit by a truck (truck-kun strikes again) he's currently in the hospital, when he's chased by a moster known as a nightmare. When running through rooms, he suddenly appears in a room, and is greeted by a man called "Zero" and give him a chance to join a secret agency called CODE, and fight as Kamen Rider Zeztz.
For the first few episode it follows Baku and the paranormal affairs division (2 former cops who focus of supernatural perpetrator-less crimes known as "black cases) as they help CODE maintain world piece against the nightmares, by Baku infiltrating people's dreams and fighting them before the nightmares cause real world damage.
Throughout this whole time, within the dreams, he is followed by a mysterious guy named NOX, who keeps vagueposting to Baku that CODE isn't as good as they let on. But he keeps being vague, so it doesn't convince Baku. It's later revealed the he is Kensei Odaka, the former partner to ome of the members of the paranormal affairs division, and the former CODE №4, who was abandoned by CODE in his darkest hour, and is now stuck in people's dreams. He eventually gets freed from the dreams by Baku, (who was hoping that it would cause NOX to stop) but then NOX just comes back as Kamen Rider NOX, and reveals that he is working for The Lady (the former CODE №2).
The girl you saw in the opening and said was pretty is named Nem. She's a famous actress who keeps appearing in dreams along with NOX. But unlike NOX, she just gets cast in a role by the dream and acts it out (I think this is because she's not an agent). It's revealed that she too like NOX is stuck in a comatose state and has been missing for years, while agencies used CGI, deep fakes, and reused footage, and she doesn't even know where she is in real life. Baku then makes it a secondary mission to find Nem.
Also Zero has been communicating to Baku through a bike, but NOX destroyed the bike, and so CODE №3/3/Three/Threaky takes over (Zero is still alive, but he's just sort of chilling in the background now).
We eventually meet №6, aka Kureha, the childhood friend of the other member of the paranormal affairs division, and №5 (he's loud).
And then, a game that's essentially Minecraft, mixed with a generic MMOJRPG causes a bunch of kids to be consumed by a nightmare, which manifests in real life, and starts destroying the world, NOX kills 5 and 6, Baku has a mental breakdown, harnesses the power of HIS OWN nightmare and kills NOX, Nem wakes up, and it turns out the she's the lady's daughter and was conceived by a nightmare, and the reason why the lady has been fighting CODE is because they want to steal Nem because she was conceived by a nightmare, and Baku goes to find Nem, but CODE doesn't like that, and meanwhile, the lady's taking bodies left and right, but then 3 kills the lady, and then takes Nem, and that make Baku angry, so he fights 3, and three shoots Baku and he dies.
Except SIKE! Episodes 2-24 were all a dream/premonition and now Baku is trying to stop that dream from coming true
There's some stuff that I left out. And I didn't explain it the best, so it's best that you watch it.