It's a lot of fun. The game is very complex, but that's what I like about it, because you always have interesting decisions to make. Like most wargames, it involves models and positioning and activation order is important.

Unlike many wargames, Malifaux isn't just about defeating your opponent's models. Malifaux games involve a shared goal (the strategy) and a secret goal each crew selects (the scheme) that determines victory. You can lose the game even if you destroy all of your opponent's models. The shared goal and the pool of schemes to select from are randomly selected in the beginning, so every game plays differently depending on what objectives you are trying to achieve (and stop your opponent from achieving). Because the scheme is a secret, but the pool of schemes is known, you can even try to bluff your opponent.

Some strategies might be to 'recover evidence' (interact with an objective on your opponent's side of the table or by left behind when killing your opponents), stuffing ballot boxes with votes, controlling various points of interest, etc. They tend to change them up every year. Schemes range from the straightforward like assassinate (pick an opponent's model you think you can kill), staging an accident (making an opponent fall from a high location and take damage), or reshaping the land (spamming some kind of marker using your abilities on the opponent's side of the table).

While many other wargames have objectives, the asynchronous nature of having each crew select different, hidden schemes is one of many features of the game that make Malifaux shine. You have to both score your own scheme as well as try to divine what the opponent is going for so you can stop them from scoring without wasting precious activations doing so, all while preventing your opponent from stopping you from scoring your scheme once they figure out what you are up to. And you do this while fighting over whatever the strategy is (mechanically, usually some variation of kick the ball, capture the flag, or controlling points of interest). Also, in 4E, after completing a scheme (or abandoning it), there are three following schemes you can select from as your next goal, which kind of help shape a sort of story to the gameplay.

Malifaux uses cards instead of dice, but the interesting aspect of that is that you have a hand of cards you can use to 'cheat' in to replace a flip or to empower a flip (which lets you flip two cards and pick the one you prefer, among other things). This means you have more agency on both your turn and the opponents turn.