The following contains spoilers for the first cour of Spy x Family, now streaming on Crunchyroll.
Spy x Family introduced anime's coolest family with a suave spy, a fearless assassin and a precocious telepath -- but the Forgers would never have come together if it hadn't been for Operation Strix. Twilight's agency had given orders for him to create a family with a mother and a child within a week, all for the sake of world peace. It had seemed like an impossible task, but Twilight managed to construct a family with Yor and Anya.
It wasn't without its challenges and, as early as the first episode, Loid seriously considered abandoning the mission entirely and trying to find Donovan Desmond by himself. This wasn't entirely because he disliked the idea of being a father, but because he didn't want to put anyone in danger. While this cour of Spy x Family focused on the Forgers, the highlight was definitely Loid's growth. Watching him soften from the cold and detached Twilight into a father was one of the most gratifying parts to witness.
Episode 1 saw Loid go into an orphanage, not really caring much about which child he was adopting as long as they were hassle-free and knew how to read and write. When he took Anya home, he was quite worried about how other people would perceive them. Loid's primary concern was maintaining a good relationship with her until Operation Strix was done; he regarded her in a detached way, seeing her almost like a foreign creature. When she cried in public, he panicked as those around him started whispering. He was clearly far out of his element early in Spy x Family.
In the same episode, Loid reveals the real reason why he became Twilight in the first place. As Anya sobbed in his arms, Loid remembered his own childhood when he was left alone in a bombed-out city and why he hated crying children. He wanted to create a world where orphans wouldn't have to exist and children wouldn't have to cry. This vow has always been in the perspective of the greater good; while Loid had his personal reasons, he didn't really have much of a personal motive -- but that changes as the first cour progresses.
Spy x Family's journey with Loid becoming a 'pretend father' is surprisingly similar to the journey many new fathers undergo. He gets to know Anya's little quirks and gets a sense of her personality, like how much she loves Spy Wars. As much as he tries to convince himself that everything he does is for the mission's sake, his actions contradict his words.
The little details show just how far he goes above and beyond the basics of being a dad for Anya, like when he revealed to his fellow WISE agent that he quit smoking for her sake. Who could forget Episode 5 of the anime, when he rented out a castle and had almost all the WISE agents fly in so he could re-enact a scene from his daughter's favorite show? Then he reads comics in his spare time so he can connect with her; at one point he even uses Spy Wars as a way to help Anya understand the concepts at school.
Episode 4 of Spy x Family was a significant turning point for Loid. He unwillingly kept quiet when Swan berated Yor -- but when Swan made Anya cry, all bets were off. As mentioned before, Loid's biggest motivation in becoming a spy is so he doesn't have to see children cry; but when he slammed the table, it wasn't Twilight protecting a child -- it was a father protecting his daughter. When Anya rescued the boy in the pool and earned her first Stella Star in Episode 11, Loid's pride didn't come from the fact that Operation Strix had taken a huge step forward. It was the pride of a father who had just seen his daughter do a brave and wonderful thing. Being Anya's father was starting to become natural to him.
The final episode of Spy x Family's first cour brings Loid full circle. He meets up with Yor and Anya and hands the latter a large stuffed penguin. As he converses with the neighbor ladies, they compliment him for being a good father. He stays humble and says he's only a "simple father" who's doing his best to "protect his happy little family." As he says this, he's looking at Yor and Anya with a soft and tender expression as they happily play together.
The scene transitions to Loid reaffirming his earlier vow of maintaining a world where children don't cry but, instead of focusing on his own past, it's now on Yor and Anya. It's a much more hopeful and optimistic message where he's motivated by a future of continuing to live with them. Without realizing it, the world Loid is trying so hard to protect has narrowed but in a good way -- his world is now his family. He wants to create a society where his family can feel safe, to protect Anya and Yor's smiles and their happiness.