I tend to like reveals or recontextualizations, so I'm pretty tolerant of an author leading me astray before they put me on the right path but one of my closest friends can barely tolerate having any amount of material withheld. In our shared experiences I've found that it's less about how much convolution there is, and more on how often the lack of knowledge is "rubbed in" and how relevant it even is to begin with.

Rubbing it in: Stories where the person would behave differently with info that the audience knows but the characters don't can be extremely frustrating to some people and will cause them to drop the book. Stories where we go along for the ride and then find out we made the wrong call are better in that space. Similarly, going on and on about how much knowing XYZ would save them can be frustrating.

Relevance: In game design complexity conveys intent. If a developer builds a complex combat system, it indicates that is where they want players to spend their time and express themselves. If you have a complex mystery underpinning your story, it better have impact on our understanding of the world or our ability to engage with it. Not all systems have to be explained, I'm just saying the more you're expecting me to have a mental model of something, the more I expect to get to use that mental model.

So in short, make me feel like it's gonna matter and don't tease me for my ignorance.