I did the same thing, started it 3x, got through 1-2 episodes each time, and stopped. Eventually forced myself to get through it and now its by far my favorite show of all time.
First couple episodes are just tough because they are just introducing all these different characters, giving you a quick glimpse of them without knowing what any of it means. I've gone through the whole series now 3 times, and on 2nd and 3rd viewing I really liked the first couple of episodes.
And for me, season 2 was pretty much the same way, just for the whole season. First time through I didn't like it. But next time through, once I had a better idea of how everything fit together and why I was supposed to care about what was happening I loved it.