Ep 3. The Only Thing I Have Left to Guide Me

Sayaka's funeral was held in the rain. Madoka returns home with vacant eyes. She barely says anything to Junko who met her at the front door, and goes into her room. Kyubey appears in front of Madoka, who is lost in her grief, alone. He talks so coldly about Sayaka's death that even Madoka feels anger. Kyubey doesn't understand Madoka's reaction, and starts telling the history of how his species has walked alongside the human race so far.