From Wikipedia:
The debut of the show in March 2001, began with Byers' father faking his death to uncover a conspiracy to hijack an airliner. The Lone Gunmen try to get to the truth of his supposed death and uncover the conspiracy.
One retrospectively interesting aspect of this pilot episode is that the airliner has been hijacked (via remote control of the plane's autopilot) and, by the end, both Byers and his father have boarded the plane to try to stop the hijacking. Through the aid of the other Gunmen, they are able to regain control of the plane and just miss crashing into the World Trade Center with the airliner.
This, of course, was before the actual 9/11 attack against the World Trade Center later that year.