The movie was great and yes, you have to pay attention to a few story lines that are unfolding. It switches back and forth within these story lines developing some main characters and plots that I am sure will be made more clear in the next movies.
This is not a movie for anyone just looking for Costner as a main character and a single story line with introduction, plot and conclusion before they leave the theatre.
You also have to pay close attention and have the patience to learn as the plots and characters are being set up.
To be fair many people just go to a movie to be entertained and do not want to have to think or pay close attention if more than one thing is going on.
Thus we see a huge split in ratings for this movie. I do not believe the ratings have anything to do with the quality of the movie, but more to do with who has or does not have the patience to understand this is the first movie of 4 and it is building the characters and storylines for the episodes that will follow.
I found it interesting, and informative in not just depicting groups as good or bad but trying to explain why people were doing the things they did.