Well, as of now, the most confusing and scary thing is gods. They also happen to be the single largest resource a player has. As mentioned in the other thread, the puzzles are rather niche and just really puzzles. Not tutorials. The codex will help significantly, but even then people who are screwed by a god right off the bat (usually by TT or GG), are scared to use them again. A small thing the game could do is jump you over to the piety tab the first time each piety changing action happens and give you 3 indulgences in addition to that starting piety.
The two other things which belong in Agbaar's academy are popcorn bowling and mid-fight level up tutorial (disguised as a WONAFYT tutorial).
I speak chaos.