'TKO Henry' is clearly the pilot episode of Secret Agent Man. Here, Davis introduces himself to Monk and Holiday. Also, the Prima character is still a villain and hasn't defected yet (as seen in episode 1: 'From Prima with Love'). In fact, even episode 12 ('The Breach') with Prima comes before episode 1. 'TKO Henry' also is a little different due to the opening action sequence which continues right through the theme song and credits. The only other episode that has that is episode 9 ('Uncle S.A.M.') which suggests that 'Uncle S.A.M.' was meant to be episode 2.
This episode, being the pilot, shows the beginning of a paid relationship between the Secret Agent Man series and the FedEx company. Product placement is evident here and in future episodes.
Actress Jennifer Bakken (credited as "Female Staffer") plays the agency staffer escorting Henry's mother.