It's making jokes about Gunma prefecture, just like "Fly me to Saitama" made jokes about Saitama and "Yatogame-chan Observation Diary" made jokes about Nagoya. It's okay. I can't see myself ever rewatching it, but I'd have probably been more enthusiastic if I'd never seen either of those two.
1. "Fly me to Saitama" is much, much better. It's one of the best Japanese comedy films of the past decade.
2. "Yatogame-chan Observation Diary" is mostly slice-of-life character interaction, with some stuff about Nagoya. To be honest, I liked it mostly because I used to live there.
This, on the other hand, isn't really about its characters. There's a fierce green-haired girl (Shinooka) who despises the inferior scum that from everywhere that's not Gunma. There's a protagonist (Nori) who's just moved there and has exhausted eyes. After that... well, there's a Best Friend character, if you want to be generous. (He's got red hair. He gets a bit of dialogue sometimes. That's about as far as he goes as a person.)
The show's best joke is that moving to Gunma is A NIGHTMARE OF HORROR. Ep.1 is great, with a hell train where the conductor has fangs. Ep.2 has Nori's new classmates as evil silhouettes with glowing eyes. Even the show's title card is black with the title written in growling, shuddering characters. That was funny.
Once you're past that, though, it's basically a bunch of observations about the prefecture. Some of them are surprising, especially with on-screen info-text. Yakimanju is said to be Gunma soul food, but with a taste that would probably kill anyone from elsewhere. INFO-TEXT: "This is basically true." You'll learn about joumou karuta (a card game), legendarily fierce wind vs. any brave cyclists, school sports day colours and vending machines. Gunma has vending machine shops. These aren't places where you buy vending machines, but instead a store with no shelves, freezers, floor displays, etc. They're just a little mall of vending machines. You go in, put your money in the machine and take your purchase away. That's in ep.11 and there's weird nationalistic/historical machismo from the bloke telling us all this.
Ep.8 demonstrates how the show could have been better, though. It's about how excited Gunma-ites get on visiting a beach. (Gunma's landlocked.) This is moderately funny and there was a similar point made about Saitama in "Fly me to Saitama", but the difference here is that this anime just uses it as an opportunity to cite lots of statistics and odd facts. That's all there is in the episode, really. It's moderately fun, but it would have been funnier if they'd built some jokes around it.
There's also a live-action segment at the end of each episode. "Gunma love, straight from the farm!" Incidentally, the original web manga also got a live-action TV series and film, both in 2017.
This isn't a great show. It's okay and it has its moments, but I wouldn't really recommend it unless you're already familiar with Gunma and will recognise what they're talking about. However I did laugh sometimes, while the season finale is impressively mental. (Our heroes die before their time and get sent back from heaven by an apologetic pair of angels... and that's only the first half of the episode's bizarro concept.) This show's usually a bit dull, but sometimes it's excellent.