This show is fantastic. It is definitely high fantasy and there is a lot of world building in the beginning with introductions to a plethora of characters, each with their own storylines and motivations that you have to keep track of. But it is done in a meaningful, well thought-out, coherent and clear way. If you start watching, you'll just get pulled along the characters' journeys and it won't be confusing at all even with all the intersecting plot lines. If you are into fantasy, drama, good acting, fabulous writing and just an amazing show, check Arthdal Chronicles out.
Also, I REALLY hope they continue the series with a season 2. It would be a waste of a fantastic world if they don't.