Legion....WTF?

Let me start off by saying that I prefer shows/movies that do NOT spoon feed me.  Secondly, I can typically follow abstract plots.  However, I'm 1/2 way through episode 5 and I still have no idea what's going on.

There is so much alternate reality within multiple-layered alternate realities, that I'm finding it difficult to weave a contiguous thread throughout the story.

I'm trying to give the show a chance in the hopes that there will be a payoff or some Ahh Hah moment.  For those that have watched all of episodes 5 and 6...is it worth hanging in there?  (NO spoilers, please!)

I'm not asking for you to explain the story to me.  I'm just asking if the various arcs of the story will start to make sense after a while.

I'm sure if I re-watch the episodes, I'll pickup on plot points, clues, etc. that I missed the first time around. Maybe I'll do that at the end of the first season....if I make it that long....and if the story makes sense by that point.

Please note:  I know nothing about Legion from the comic books or other sources.

Thanks!