Yes, yes, I know, "The first couple of episodes are weird, they're like old Black & White comedies, not Marvel!"
Yes, that's the whole point of the show. It's pretty clear from the start that the world of WandaVision is one that exists only inside the head of Ms. Maximoff, and as the show progresses we get to see more of Wanda's psyche exposed, and understand why she is creating this fantasy world.
Don't worry, you do get your RDA of Marvel spectacle. But you also get a very carefully crafted insight into the Scarlet Witch and what makes her tick. And as if that wasn't enough, you also get a superbly put-together look at the stages of grief and trauma processing.
Plus, you get one of the catchiest villain tunes of all time. Trust me, you'll be humming that one for weeks after. ;)