Known as Jo-Jo's Bizarre Adventure, this anime is adapted from a series of manga that has yet to be completed in Japan. In fact, this set of episodes is actually the middle of a much larger story. Something similar to how the original Star Wars trilogy is the middle third of a bigger tale, that can (and does) leave the viewer confused as to what the context of the story is.
This hurts the flow of the story to some degree, but the intensity of the drama soon takes on a life of its own. We don't really need to know why Joseph Joestar and his son Jotaro have taken themselves and their friends on a dangerous crusade through the middle east, hunting down a demonic figure known as Dio. We don't really need to know, because the sheer passion these characters have for their quest - through all sorts of dangers and villains in the person of Dio's powerful henchmen - shine right through the pain and horror they experience.
At its core, Jojo is a passion play, not an intricately plotted drama. It's an action vehicle with some of the most wrenching scenes I've seen drawn in an anime. It's harsh, brutal, and ultimately very fulfilling. Once you finish one episode, you won't want to wait even a second to pop in the next. It's that good.
