What. The. F***. I'm quite sure that's the most rational reaction to Majo Demo Steady, but it's such a good example of 'so bad it's good'. For the life of me, I cannot even begin to describe anything about the plot. There are some extremely outdated 80s homophobic stereotypes about one character that made me roll my eyes, but other than that the rest of the anime felt like an intense fever dream that always seemed to completely subvert my expectations but in a "WTF" way. Art is cute at least, even when everything goes off the rails. There's one scene though that has a heavy amount offlashing/strobe effects so watch out for that if you have epilepsy/photosensitive.
Watch this anime with friends, most fun I've had with watching something together in a while.