The same goes for volume one also. read the back cover before you start so you have some knowledge or the plot and good idea for you to remember who a few characters are, there r only a few key characters so doesn't require too much effort. What is happening if you find it hard to follow, with out giving anything away, is that there is a city within the earth and that there is a delicate balance of power with in that city. THe anime itself is very good to watch but kind of dream like also so you have to concentrate on it, you can't switch of; it cuts from one plot line to another quite a lot, and why visually and atmospherically this is no prob at all, both r really good by the way, it does require you to keep up with whats going on.
That being said it is very rewarding if u can follow what's going on, it has a lot of depth to the story, some people also call this depth slow and boring, so it all depends what u r wanting. For me basically the anime has a really good atmosphere, I like this anime a lot, my favourite anime is berserk which is quite different to this, but i enjoyed that heaps, and i am enjoying this a lot now too, now that i know what is going on. Great stuff.