How do I get "into" the game?

I agree that having some sort of objective, a story you want to tell, makes it easier. For me, so far, the decades challenge has been fantastic (but then I'm a history buff). I usually have a harder time sticking to the legacy challenges where it's dictated what each generation should do (what if the kid doesn't have a creative bone in them but are supposed to be a painter because the challenge says so?). 

I do like challenges connected to the worlds and careers, so you try as many different aspects of the game as possible.