One thing kills these books for me. Does it get better?

I got the entire series on Humblebundle. It was cheap and went to a good cause. I heard such GLOWING praise for these books. I have tried several times and I cannot get halfway through the first book. It's not the shifting perspectives or the complex world. It's that there is ZERO exposition. We all hate clunky exposition, but this is a complex new world we are going into. I need SOMETHING to go on. Nothing is every described or explained. It shows real contempt for the reader. Imagine an alien came to our planet with no knowledge of humanity and read this sentence: "He looked at the Nativity scene but noticed the Three Wise Men were missing. He searched for them in the fir tree but his hands got tangled in the lights." That makes sense if you have a lifetime of cultural knowledge, but it's utter garbage if you don't. Is the whole series like this or does it relent at some point?