Being clueless in the first 20 minutes of the first episode of the first season of a series is perfectly fine in my book. It's like leaving the theater because the first three minutes of a movie didn't follow a linear narrative. Hell, I'd be fine with being confused for a few full episodes if it serves to make the show better in the long run. I'm a patient man; I don't mind waiting a while for answers.
You'd think people would have learned from Lost and Flashforward not to expect every question to be answered in less than 40 minutes.