The whole thing so far is about unraveling what happened during a tragedy 100 years ago in order to prevent it from happening again. It is complex, but not to the point of confusion.
But characters alone do not a good series make.
I love the full spectrum of emotion here. There's lots of great chemistry between the characters, ranging from laugh-out-loud funny to depressingly-dark. I connect with all of them very strongly. They all have very colorful personalities, representing most of the standard animanga archetypes but elaborating on each in unique ways. Really, I've never loved so many characters so much before. And yet, I love Pandora Hearts to pieces!! I think I experience it from a different angle than many other PH fans, so I want to offer my perspective. I much prefer violence, blood, and deep, dark storylines. I hate the Victorian era, get easily bored by mysteries, and am typically annoyed by fluffy cuteness.