It's hard for me to discuss this issue in any detail. Indeed, that seems to be the case with most of the new Lucifer series. There is just so much backstory and history involved that it defies easy summation. It also doesn't help that the cover gives away what I believe was meant to be a surprise at the end of the issue.
I can say this much. Holly Black, Lee Garbett, Antonio Fabela and Veronica Gandini have crafted a worthy successor to the legacy of The Sandman and the first Lucifer series. This is a great book and it is one you should be reading.