I am loving it. I read the novel when it came out in ca. aught 2.
4 episodes in, it's still in set-up mode. Half of the fun is guessing who is which god. And there are a lot of them....
So, the premise is that gods who have been brought to America, by immigrants, then been forgotten are trying to regain their power... people stop believing in them; they lose power and presence; yet they linger on. Mr Wednesday...Wodin, Odin, (same guy, had a weekday named after him) like that. Their American handles, or their occupations, give clues to who they were. Thus, half the fun in the story (book or film) is trying to figure out who the characters were amongst the world's pantheons.
Yes, Cli-Fi, you're not supposed to have figured out anything, yet.
I'm reasonably well versed in world mythologies; but some of them have me stymied. (Later in the book, Gaiman pulls out some obscure African gods who I've never even heard about.)
Yes, I had to read the novel again; because it's all too cool, and to figure out what's what and who's who. Finished a couple of eves ago.
The author, being also the exec producer, many scenes are near verbatim; though not necessarily in the same order. The novel, of course contains scenes, omitted from the film, which are very helpful to the reader in figuring out exactly what's happening, and who is everybody.
The filming is beautiful and spectacular, as we get sucked into alternate worlds of else mythologies.
The viewer is supposed to be mystified. You're not entitled to know what's happening until the revealers begin to appear... later...
But, if you figure anything out earlier... don't you feel clever?