Oh, I'm not having trouble "figuring things out on my own" so to speak; I am having trouble seeing where the novel is going or getting behind any of the characters as yet. Don't worry. I'll finish it. And if it is everything that it has been promised me to be, I will be converted.
Don't worry it doesn't go anywhere. I haven't read Dust of Dreams yet, but up to that point we are ALL waiting for the big reveal of where it is going. We have hints and deep plotlines that give us a few ideas about it, but nothing is concrete. However, to cite Shepard Book from Firefly, the journey is the worthier part. I don't really care where The Malazan series is ending up because it is a hell of a lot of fun reading in the going. Hopefully this doesn't discourage you from reading the rest of them.