I have finished the first volume though. It seems to start right off, without much introduction (though we get some back story as it moves along). You don't really get what's going on very well until the end of the first volume.
Overall I've found it pretty interesting so I'll grab the other volumes. I also do like the style as well.
I've got Neon Genesis Angelic Days & Suzuka on the way (will get here today or Monday) so I'll see how those go as well.