For me it was actually a relief to see that not everything is being over-explained, a sickness many modern movies suffer from. Where is the fun if after the movie you don't talk about it, look things up, maybe even read the book?
What did you feel left behind about?
The "big picture politics" of the Landsraad coupled with the power of the Guild and Bene Geserit...is the biggest thing missing. It's all only hinted at. When you read the books you realize how all these different factions sortof work as checks and balances on each other.
If you haven't read the books, it just seems like it would be impossible to understand why anything is happening "big picture". It just seems like bad stuff is happening to the good guys.
In the modern age we don't have much 'pomp and circumstance', but in an aristocratic society that generally tends to be more prevalent. It helps to show people's place in the hierarchy of things.
See for example the "Sir Jean" scene from The Last Duel (set in 1386):
I feel they should have had about two orders of magnitude more than that, they're the rulers from the stars, appointed by the emperor, they rule multiple worlds and have interstellar ships, and are some of the most important people in the whole Empire.
This was my biggest disappointment with the movie - they rule many worlds, but it doesn't feel that way from how they're treated. They don't vet even their closest people (like, for real, you don't know your personal doc has his family held hostage by your enemy?). Some mid-level businessmen in Russia probably have better security setup than the House of Atreides; and their posse is more fitting for some aging Hollywood actor. Seriously, they just go move to the new planet, no planetary patrols, border guards, space legions, no nothing - really cavalier about the whole thing, all while fully expecting their rivals to attack. No wonder they got caught with their pants down basically.
Depending on the school of thought there is just the one book (Dune); the six books by Frank Herbert; or those, plus all the output of Brian Herbert and Kevin Anderson.
The implication being that not all books may appeal to everyone who enjoyed Dune (the book).
I am waiting to see the film until this weekend, so I will have to take my own impressions as a baseline and look forward to discussions and arguments on Dune saving from a dreadfully boring winter.
Competing cultures. Strange names. Prophecy. Paul is referred to in 4 or 5 different ways... it's a lot to take in.
The movie was the same way. They explain everything, but there's a LOT to explain so they say it once and move on.
One constantly feels "behind" and then, at the end, you feel this "wow" sensation of the scale of squeezing all that lore and world-building and storytelling and philosophy into one book.
Don't worry too much about the prophecy. It's mainly fake, the extent to which it's not fake is that the Bene Gesserit take seriously the idea that the best way to predict the future is to invent it.