When Lain returns to find her home abandoned, and her fake dad says goodbye for the last time.
The second-to-last episode.
Lain: I'm so sorry... I just mess up everything for you. (Cue Reset Button)
Lain talking to her father in the last episode.
Consider episode 12 from Alice's perspective. She knows presumably little of the conspiracy and technology that Lain has been investigating - all she knows is that she's seen her best friend behaving very strangely and oftentimes contradictory. She goes to Lain's house only to find that Lain's family is gone other than Mika, who's practically braindead, and a thick fog covers the entire inside. She finds Lain in her room, and Lain begins talking about the wired and the human consciousness and everything else discussed over the course of the series, and Alice is completely terrified, having no reason to believe anything is going on other than Lain is extremely mentally ill, but because Lain is her best friend, she calms Lain down with her heartbeat. They talk and laugh and everything's going fine, Lain has calmed down and is acting like a normal person. Then she starts talking to God.