FFXIV's story was pretty deep, and there's a lot of mystery yet unsolved. From what I've experienced of the story missions in ARR so far, it's going to take it's time answering them. Actually, the early story of ARR is really just introducing more questions, which isn't really a huge surprise since new players would be so lost if it didn't introduce what happened during the Calamity slowly.

Without giving away spoilers, from what I've seen so far, and what I experienced in 1.x, I have high expectations.