There is some good stuff in the show - mainly the acting performances - and a lot of bad.
The first episode will likely be confusing to new viewers and could have been done so much better. There are multiple time periods being shown, with no clear indication as to what happens when. You're also told from the very beginning "beware of narrative and form". This is a show where you cannot be certain that anything being shown is true. That is by design, so you'd better be on board with it.
To make matters worse, though, "the narrator" (Indira Varma) has a voice that sounds a lot like Catherine (Cate Blanchett) but is not actually Catherine. Catherine does act as a narrator sometimes, however, so you kind of have to be cognizant of whether you're hearing Catherine's voice or "the narrator's" voice.
The characters often act in very bizarre ways that I would not expect a real life person to act.
Without spoiling what actually happens in the ending, the show does something in the last episode that is so ridiculous that you'd probably be better off skipping the finale entirely. Which is a serious problem, because this is the kind of show that really needs a good ending in order to work. And the only way to be satisfied with the ending is of you don't think about it for more than two seconds.