This anime is a psychalogical drama with elements of dark comedy.
There are three main characters, Tatsuhiro Sato, Misaki Nakahara, and Yamazaki. Although the story mostly revolves around the life (or lack thereof) Sato, the other main characters are remarkably well fleshed out and although the reasons for thier actions are not always clear at first, they are realistic and be liveable and well thought out.
The life of Tatsuhiro Sato is boring and dull, he has no friends, no job, and no social interaction. He feels isolated from everything and everyone around him due to his social anxiety. The depiction of isolation, loneliness, and depression is the best that I have ever seen in any form of media. And is something that I can really empathize with, considering that I am basically a NEET.
There animation is alright for the most part, but the quality and style varies with some episodes being better than others. The accompanying soundtrack really helps to enhance the feeling and tone of the show, and can stand on it's own remarkably well.
The first time I saw "Welcome To The NHK", I had no deep emotional connection to the story. Even though I could tell that it was well produced and executed, and that the creators did a good job of presenting the themes of isolation, depression, addiction, and suicide, these were nothing more than good representations and they did not really resonate with me.
List of episodes: