I too was rather lost at first. When I heard the album the first time, I thought, "WTF is this chaos?" But after giving it many many spins, I gradually found myself remembering more and more riffs, melodies and lyrics, the structure became clearer, and now I find myself humming melodies almost unconsciously, craving to hear some of the songs! I also think parts of the album is somewhat boring (I'm looking at you, start of CD2!) – but I try to appreciate it as a whole, and that seems to work. But it's a difficult album, definitely!
But experiencing it live for the first time was, to me, AWESOME! From the first cries of the horns and Snah's hypnotic spiral melody to the final majestic gaze deep into the mystic, I was awestruck. The Unicorn became real, if you know what I mean. It wasn't "just a record" anymore. Now it was a living, breathing thing. They were actually up there on the stage, playing this monstrous piece of music, obviously very enthusiastic and proud to present it. And IMHO it was perhaps better live than on record! Live it was even more epic, heavier, more monstrous, more insane, more fun! So for me it was a great emotional experience which actually brought tears to my eyes! And THAT was above and beyond my wildest expectations! To quote Bent, "Nothing has prepared me for this moment"!
So give it a chance, go see the shows, and keep an open mind! As far as I'm concerned, the familiar phrase "Trust Us" still applies!