Yeah, the world building is awesome. It's really the reason to stick with the show through its rough spots.
The show is divided into 2 types of episodes; about half are one-shot episodes that are only loosely referenced by the main story arc (but they usually explore an interesting theme). If you watch the episodes in the order they were released it can be hard to follow the overall plot.
(In my understanding, this is related to the name: the one-shot episodes are "stand alone", and the main story arc ones are "complex". Of course, the name has other meanings as well, more directly relevant to the story and explained in the article, but I always found it neat.)
The show is divided into 2 types of episodes; about half are one-shot episodes that are only loosely referenced by the main story arc (but they usually explore an interesting theme). If you watch the episodes in the order they were released it can be hard to follow the overall plot.