I don’t think there was any one singular trailblazer. I think there were a number of shows, more or less contemporary with each other, that proved different things:
The Sopranos proved that you can have an interesting dramatic series that basically centered around one character (Tony) and his immediate circle, which was also timely and reflected contemporary American culture
The Wire proved that you can have a crime show with unprecedented world-building and immersion, where there’s a huge number of characters and sub-groups of people all working towards their own interests which are all intertwined, and it humanized them and made them all interesting with deep storytelling - a “long game”.
Breaking Bad proved that you can likewise have a violent crime show that’s SO violent and SO intense and the stakes are SO high that every episode ends on a cliffhanger and the writing is so tight and so clever that you feel like you’re actually sucked into the story despite the protagonist being an amoral monster who leaves a trail of destruction in his wake.
And finally Mad Men proved that you can have a gripping dramatic series that has nothing to do with crime or violence at all - the acting, writing, and period-accurate design turned a show about a white-collar office job into a grand comedy/tragedy of manners.
All these shows together is what paved the way for the high-quality series that we enjoy today.