The anime is Madoka Magika. I recommend watching up to the 3rd/4th chapter without spoilers, then decide if you want to continue watching it.
The joke (spoilers)
The studio advertised it as a generic slice of life magical girl show, and when it was leaked that its writer was Gen Urobuchi, who was known for his horror stories, they tried to do "damage control" by claiming that he was trying to get into new genres and styles. The show does indeed turn pretty dark fairly soon, and you should definitely not watch it if you need something mild. In any case, it's top stuff and I recommend it.