The “cutscene dilemma” is an interesting one, because it gets to the heart of problems regarding immersion, embodiment and character in video games.
Unless you’re playing an RPG with a Lvl 1 character from the age of 0, the game is going to have to drop you in the deep end somewhat. There are innumerable tricks of the trade to get the player up to speed (let’s see if I can squeeze another cliché in there): amnesia, slow reveals, etc.; but the easiest is probably the cutscene.
If you take our cutscenes, you take our ability to work out what the hell is going on. Or, to put it another way: You can take our cutscenes, but you can never take our freedom (not to buy your confusing game)!