It's an exercise in unusual narrative. All three books take some orientation.
Not a ton of exposition (I hate exposition) so like much great science fiction it's a learning curve. Add this to the unusual narrative techniques. You can feel lost. This does resolve.
I like Gideon The Ninth better than Harrow The Ninth but so far Nona The Ninth is the best. Which is the way it should be. I have all hopes of a good ending.
It's an amazing trilogy with one more, Alecto The Ninth, still to come.