Aside from the whole Fediverse concept (which as a current Matrix and Mastodon user I didn't have to relearn), the most confusing concept for new users I'd say would be that there can exist the same community on multiple servers (like, say, politics). But when you realize what this service is really doing, there's not really another way to do it and maintain moderation control on each server. It's actually a strength IMHO. I'm really impressed with what I'm seeing. More people coming onboard is going to make this place really fun. And if it ever becomes not fun, there'll probably be another server that would be more your idea of fun.