I vehemently disagree with the notion that the narrative is difficult to follow. Nothing has been explained in certain terms but it's entirely possible to glean from a number of the aforementioned conversations (Technical Boy, Media, etc.) the gist of what's going on.
Namely, there's a conflict. Technical Boy and Media (both of whom embrace technology, or appear to be some new, contemporary kind of divine) take issue with McShane's character who, from clues (the opening of episode one, his false eye and ability to fall asleep instantly) I gather to be Odin. Both he and Stormare's characters are old fashioned in a distinct way. They're like an old guard. McShane is convincing these old coots to ally and presumably fight those who side with Media and Tech dude. I don't know what the point of contention is, but I assume it has to do with either group's viability in the new, "American" world, and that they disagree with one another to such a point that it's come down to warfare. They've broken into factions.
Now I could be completely fucking off-base, but I'm confident in a number of my points. The show's written well enough that I'm as lost in it as Shadow but can glean enough from those who ought to know what's going on (McShane, Stormare, Anderson) that I maintain something of an idea of the series' central conflict. Enough to keep me watching.
Fuller and Co. may not be providing straight answers but I'm not just flailing out here in the ether. There's enough written into the dialogue that I have something to work with, inaccurate or no.
EDIT: I should mention I've read maybe twenty pages of the novel and remember little of it. So no spoilers from me, just speculation.