Arrested Development, I admit, took me a few episodes.
Arrested Development took everyone a few episodes. Much of the humour is about riffing on repeated jokes set up in previous episodes - you've got to get through a few episodes first for these to start to click.
That's partly why it was never successful when broadcast. It's a show that should have been binge-watched but was released on broadcast TV, an episode a week, but tellingly it only took off in popularity with the DVD release (and later on streaming).