Danny was a baby when his mother was killed in a car crash. Overcome with grief, his father locked him away in a house, telling him the outside world is full of monsters that will spirit him away like his mother.
A dog mauls a sheep and is shot as a result. This happens at the end of season 1 episode 5. Just skip the last few minutes of the episode (it is a relatively quick scene and nothing happens plot-wise except the farmer explains that the dog had killed a sheep in the past).
Danny accidentally goes into the wrong house and hides under the quilt on a bed and then a woman walks in naked who’s been showering and is scared when she sees him.
Premise of the show is that Danny’s dad has kept him inside for his whole life by making him think there are monsters outside. Episode One shows him yelling really angrily at Danny when he was a child for trying to leave the house