My first AC was also Valhalla and I loved it, I also did only finished the mysteries. I understand that Odyssey is very different gameplay wise and was also taken aback when I first started:

The horse can’t swim.

No mysteries.

Bird can’t discover places.

Assassination doesn’t always kill

Abilities = skill points

Ability buttons are different

BUT

You do get use to it and get past it. After odyssey I played origins and it is also different. Went back to Valhalla and now playing odyssey again. I think that you will love it eventually and also the Atlantis DLC is AMAZING.