Someone else complained about 'Legion' as well! It becomes clearer in the last 2 episodes, I guess, but if you weren't getting sidetracked by all shenanigans you know most of the battle is in 'David's head'. That should be easy to follow, but to be fair, it's a bit of a head fook if you don't know who David Haller's 'real father' is.
That's where it pays to know some comic knowledge.
I'm only slightly disappointed by the ending, but it set such a high level for a long time(bar ep 2 or 3, I think), that I can forgive it.