In the very first episode of “Mad Men,” Don Draper’s next-in-line affair, Rachel, hears his brutal philosophy: Love is nothing more than an ad man’s myth, and everyone is born alone and dies alone.

Stack up five years of equivalent cynicism and unfulfilled dreams and the result is a drama with a core of shattered glass, dazzling but menacing.

As the series returns for what creator Matthew Weiner says is the penultimate season, he’s asking viewers to embrace other, more comfortable concepts: belief and trust.

They must believe that he knows what they will find satisfying for Don, Peggy, Pete and the other souls of “Mad Men,” and trust in his vision as the AMC drama returns 9 p.m. Sunday with a two-hour episode.

That he’s putting his characters on the knife’s edge of dread may not make that trust easier, especially since Weiner thinks we are living uneasily with a 21st-century version of their 1960s mindset.

“This season is very much capturing what’s going on right now, in a strange way,” Weiner said. “I think we have been thrown into a state of individual anxiety, based on being disconnected from events outside our control,” including economic disarray.

The writer-director paraphrases a line from Sunday’s episode that he deems key to the sixth season: People will do anything to alleviate anxiety.

There are no hints of what happens in the show, and if Don finally is taking the institution of marriage to heart.

Weiner won’t talk about what the season is, but he’s willing to say what it’s not.

“It’s not about Lane’s suicide. There is no eulogy for Lane. It’s not all about Joan and the Jaguar guy,” he said.

The references are to two of last season’s more startling twists: the hanging death of ad agency partner Lane after he’s fired for theft, and Joan’s prostituting herself, under pressure, to win the luxury car account for the agency.

There are other stories to be told, Weiner said.

How will the latest chapter of “Mad Men” be received? Last season, its winning streak of four consecutive best drama Emmys was broken when it lost to “Homeland.”

Jon Hamm, the main attrac- tion as Don, a sharp-dressed man with a tortured psyche, has no qualms about following Weiner’s lead once more.

When he was up for the role, Hamm said, “Matt, and really no one else, fought for me. ... For whatever reason, Matt’s trust in me worked out. And that’s why I have trust in him.”

He credits Weiner’s probing, self-analytic nature with producing the richly complex world of “Mad Men” and its parade of human foibles.

“Matt is a wickedly smart, very curious and deeply flawed person, and he likes exploring those flaws,” Hamm said. “All writers are wonderful observers.”

Like a master magician, Weiner clearly relishes toying with his audience and characters. When he talks about Draper and others repeating old mistakes, he chortles.

Reflect back on the show’s pilot, and you’ll see his most beguiling trickery at work. We are introduced to Don, looking the picture of the carefree bachelor, as he makes a late-night visit to lover Midge and casually suggests marriage. She just brushes it aside.

It’s not until the episode’s last moments that we learn the truth. As exotic jazz strains play, Don returns home to his wife and sleeping children, and the family is framed in a mockery of a Norman Rockwell moment.

While “Mad Men” has flipped through the mind-bending ’60s, Don has remained steadfastly true to the music, liquor and tie-and-shirt dress code of his generation while his colleagues let it all hang out with Beatles albums and turtlenecks.

But don’t mistake Draper for a lead-footed dinosaur, Weiner said. “The world has finally caught up with Don. The world is in a state of identity crisis and he is the ultimate survivor. He’s comfortable because he’s used to disaster.”

Hamm, close to wrapping up work on this season’s 13 episodes, has found himself tested over the years by his character’s dark side.

Viewers cheering for Don to fall off the marriage wagon, or looking to him for guidance, give Hamm pause.

“The central conundrum is why people think this is a good person to model their lives after,” he said, citing one area of exception: “Don, I feel, strives for excellence, he doesn’t settle for mediocrity, and demands that of people who work for him.”

“I think that’s beginning to be a lost art in our current culture of ‘140 characters and that’s good enough.’ The fact there are people who still strive for excellence ... is inspiring. That is the one good thing about Don.”