The episode begins in a small town, where a woman enters a convenience store to get some groceries. The man behind the counter, reading a newspaper article on which she's featured, confronts her about the death of a man in an industrial accident where she was the manager. She tries to avoid the conversation, then to get out of the store, but the man won't let her do either; eventually items begin flying off the shelves at him. When he tries to chase her down, entire displays start to hurl themselves at him while she tries to escape. Ultimately, he runs from her in fear. As he passes the newspaper rack, the papers are all on fire; the gas pumps outside are pouring gasoline out all over the parking lot, and it's seeping toward the flames. The man flees and, while the woman hides in tears inside the building, the gas pumps explode.
The episode makes no bones about the fact that Ward and May are sleeping together now; they're at a hotel together when they get the call. Ward is very meticulous about his plans to avoid anyone else on the team figuring it out, but by the time he's done explaining his plan, May has already just walked out the front door of his room.
Back at HQ, Coulson is debriefing Skye on the mission--which is, essentially, to interview the woman (who survived) and determine whether she's really telekinetic.
The blast that killed four people in her community was the explosion of a particle accelerator; Fitz and Simmons can't enter the facility but think they can remotely get information about the blast. Coulson tells Skye to stay in the car, that he's going to make initial contact with Ward and May at his side.
The trucks pull up to the woman's house, where the community are on her yard screaming. The local police are disinterested in doing anything about it, seeming to blame her as well. When the crowd starts to get aggressive and throw things, the police car kicks into gear and nearly runs a bunch of people over, crashing through the woman's fence. The situation escalates; the local cop won't take his gun off of the woman (whose name is Hutchins). Hutchins is panicking, saying it wasn't her. She's blasted from behind by May with the Night-Night Gun.
Outside the particle accelerator complex, Fitz and Simmons are taking readings, debating the relative possibility of telekinesis existing; they remember a prank someone played on them at the academy and they decide to prank Skye.
Hutchins is unconscious in the interrogation room, with all the furniture pulled out and a mattress rolled in for her. She's about to wake up, and Coulson wants May at his side when they talk to her. He needs her to trust them, and removes his tie in case she tries to use her mind to choke him with it. May immediately admits that she sedated her; Coulson says it was for everyone's safety and apologizes. Hutchins begins to spiral into "What have I done?" She says wherever she goes, bad things happen. She's sad, and from outside, Fitz, Simmons and Skye are watching the events unfold in the room.
Skye asks why May is "The Cavalry." They tell her a preposterous story about May riding in on a horse and killing over 100 enemy agents.
The data from the particle accelerator lab comes in and Fitz and Simmons are using the holographic interface to examine it; Fitz yells at Skye to stop touching it, so she goes upstairs.
In the interrogation room, Hutchins tells May and Coulson about a part they had just replaced in the particle acclerator lab; Coulson believes that she got the powers in the accident. She denies that it's her who's making these things happen, saying that God is punishing her; that He "doesn't protect her anymore" from demons and that she's being haunted.
Back at a roundtable, Coulson tells the group to get to the bottom of the accident; that until they are, Hutchins is a danger to everyone.
In Coulson's office, Skye requests to go talk to Hutchins; she says that Hutchins isn't dangerous; she's overly nice and that she's been devastated by her actions. Skye challenges May on having shot first. Something falls off Coulson's wall, and he dismisses Skye.
At the dining area, Skye and Ward discuss May; he tells her that Fitz and Simmons were messing with her; that there was no horse and she only killed 20 guys. She's squirrelly about the name because she isn't in it for the glory. Skye thinks May needs to get laid. When Ward turns back around, his knife is missing. In her room, Hutchins is screaming at something to leave her alone while things keep banging against the door.
In the lab, Fitz and Simmons are working on both their next prank and the accident report. Skye and Ward find the file of an employee who filed a bunch of safety complaints in Hutchins's department--he was right.
In a storage closet, Fitz is looking for prank supplies when a shadowy figure appears briefly behind him. That same figure appears in the lab behind Simmons as she seems to be making a breakthrough. He appears behind her, smashes the hologram-computer interface and then appears in another room and pulls a bunch of cables in the plane. The Bus loses power and May is forced to make an emergency landing for repairs.
While the rest of the group is working on a plan for getting the plane fixed and getting to Hutchins, Fitz has been locked in a storage area where he believes the whole thing is an elaborate prank. He works his way out of it only to run into Ward and Skye. May runs diagnostics and figures out where the problem is, then sends the techs there. Coulson tries to call for help but the monster/demon/non-corporeal man cuts the power to his communicator.
Skye tells Hutchins that she's not at fault for whatever happened--that there's something bad out there and Hutchins needs to stay in the interrogation room to protect herself. The pair have a brief talk about the existence and nature of God, with Hutchins saying that she deserves His punishment. Skye tells Hutchins that she doesn't like Old Testament God, but the idea of God as love.
May sends Skye away to help Coulson and tells her she'll stand guard around Hutchins. Fitz and Simmons have decided that what Simmons saw was a portal between worlds a la Thor: The Dark World; that the lab had been trying to replicate Thor's mode of travel between universes and that they accidentally let something in. Ward brings the pair to an area to fix the electrical, where they're jumped by the demon, who then vanishes when Ward tries to go after him. Ward goes to release them from the closet the demon trapped them in and the demon reappears; the two fight until the demon starts to lose, then he reappears inside the closet, attacking Simmons. After roughing them up but before running off, the villain's face is revealed: It's Tobias Ford, the engineer who had been reporting the safety problems.
Coulson tells Skye the real story of "The Cavalry"--that he and May were both on the mission; they were the welcome wagon for someone with powers and it went bad. Nobody had guns and they were swarmed by a lot of bad guys. She had gone in without authorization to rescue a bunch of people and came out changed, darker, colder.
As they're having their heart-to-heart, they get locked in the room and Ford shows up to menace Skye, demanding that they let him in to go after Hutchins. They won't, so he vanishes again and goes after May. A little less of him is showing up each time he reappears; they hope that if they can delay it long enough, he'll just vanish altogether.
Before Ford can arrive, May takes Hutchins off the plane to "fix the problem."
Back on the Bus, Coulson and Skye are locked in his office while Ward, Fitz and Simmons are locked in the closet. The weapon the bad guy has been using is a wrench; apparently he was loosening the couplings when the explosion went off. It seems he was sabotaging things and then reporting safety violations to get Hutchins's attention.
In a barn where May has led Hutchins, Tobias shows up and Hutchins recognizes him. May jumps the man, but he manages to use his abilities to take her down.
The group figures out that Ford is actually trying to help Hutchins; that he was trying to get her attention when he accidentally caused the explosion because he had a crush, and now he's trying to protect her. When he reappears, Hutchins tells Tobias that May is a friend. Tobias said that he's trapped between her and Hell for having sabotaged the plant.
May tells him that he has to let go of his former life and let go of Hutchins in order to avoid taking her to Hell with him. She talks him into it, and finally he vanishes into thin air. When Coulson asks May what she said to him, she tells him the same words he said to her after the mission that went bad.
Back on the Bus, Skye lets Hutchins sleep in her room now. Ward checks in with her and then leaves. Coulson is looking at some of his tech, calling it a lost cause; Skye says that May isn't, and if anyone can save her it's Coulson. He tells her that he planned all of this--that he wants her to be in charge of the asset index someday.
Skye heads to the front of the plane to keep May company during takeoff.
The post-credits sequence featured the group playing Scrabble; Fitz, who had been napping, comes in with his ace covered in shaving cream, accusing everyone of having pranked him. In the pilot's chair, May chuckles.