wasn't the main guy driving away and the sheriff had prosthetic legs... where'd the sheriff go and how'd the main guy become sheriff?

The Marshall is back at his office when some DoD people come in and say that the Sheriff, whom they refer to as a Major, has recommended him for a promotion. The Marshall looks at the promotion papers and says "define promotion."

Next scene, The Marshall is now dressed as the sheriff, looking at himself in a bathroom mirror. He hears a huge crash, walks out of the bathroom into the sheriff's office to see the town mechanic's machine in the middle of the floor. He tells his deputy to call the mechanic, then takes a sip of his coffee.

So the old sheriff retired, probably at least partially due to losing his legs, and fingered the Marshall as his replacement.

The end of the pilot made it seem like he had been on the job for awhile, but at the start of the second episode we're at the funeral of the couple that died in the pilot. That would mean he was only on the job a few days or so. I'm probably putting too much thought into, but it just didn't seem to flow all that well to me.

I got the impression that the scene at the end of the pilot showed his first day on the new job, what with himself looking in the mirror and saying "you can do this," and all.