Hello and welcome to the world of Univang! It's not a very friendly place, nor is it safe for an unwary traveler, but those who embrace the spirit of exporation will always find what they need. You assume the role of a Vanger - one of many inhabitants of the Chain, having nothing and no one to rely on except for your armoured mechos and the skills to drive it. Soon, you're being thrown out of the safety of Escave and face the Road that welcomes the new arrival...
Perhaps the best way to describe Vangers experience is "a newborn baby exploring the world for the first time." In the terms of your knowledge about the surroundings, or your relative power to other beings living here, you pretty much equal nothing. There's no one to give you comprehensive information, no one to explain all the laws and principles governing the Chain of Worlds. You can ask, and you will receive some answers, but don't expect them to be clear and on-point - most of the advisors you'll meet talk in riddles. You don't have any goals, other than the little tasks that Escave rulers give you from time to time, so you'll probably feel helplessness in your first hours of playing Vangers. And that's exactly what the game is so good at - the world around you is very complex, very vibrant with life and full of secrets. But you have to work hard in order to comprehend it, making exploration the most important part of the game.
Traveling the roads of Fostral, you'll stumble upon many objects and devices of unknown purposes. Some of them might affect you in different ways, some of them might open up to give you their contents. Cycles change around you, busy vangers on coloured mechoses drive by, following their own goals, and it's up to you to earn enough reputation in the eyes of advisors to get access to more secret knowledge.
That being said, don't be discouraged by the apparent lack of understanding at the start. The game still has a lot of features and options to help you. Gather some oddities around Escaves, sell them in the shops and receive money to buy upgrades for your mechos. Earn enough, and maybe you'll be able to even buy a new vehicle, faster and better armoured than your basic model. Participate in local races to please the advisors and earn their trust, and surely they won't forget your brave efforts. Most importantly, get to know the Road - it's there that most of your battles will occur.
Soon enough, you'll find yourself travelling across more and more worlds, some large, some tiny, but each with its own riddle to solve. The deeper you pierce the Chain of Worlds, the more options will be available to you, until the moment you'll finally get a glimpse of the true rulers of Univang... But that's still far away, and until then you'd better get used to hauling cargo and doing some passenger runs.
Remember this: no matter how pointless and futile your actions might seem at first, no deed will be left unnoticed, and sometimes you have to keep trying over and over to earn your first results.
Is it worth it? As a person who beat the game thrice already, I say definitely yes. The more you learn, the more interesting it becomes, and those first hours of confusion when you are just starting will be something you'll remember with nostalgy by the time you'll be ready to leave Univang as a mature and experienced King of the Road. Good luck, fellow Vanger! Say hi to Parafin from me.