This is my first baseball video game, and if memory serves, the first video game of any sport that I've ever tried getting into, and I have certainly gotten right into it.
Being from Australia meant digital was the only purchasing option, and I assume the same will be true for yourself since we're both classified as EU. I only really started getting into watching baseball last year, but now I'm constantly googling sabermetric stat abbreviations, and have spent loads of time reading up online.
The Road To The Show mode is where I've spent the bulk of my game time so far, as a closing pitcher. RTTS puts you in control of a single player in their designated role every time they appear on the field, but you can also choose to simulate past all of the game time where you're not on the field, or not directly involved in play like standing around in the outfield, or you can even simulate through your own on-field appearances, if you just want to speed through the season; the extent of just how much simulation or actual gameplay takes place is highly configurable. It has a stat system with spendable XP, so you choose where to focus your training, as well as which attributes to develop further or allow to languish and drop off. I'm really enjoying the progression, moving through AA and AAA and then into the majors.
The difficulty for both batting and pitching has a "Dynamic" setting available, in addition to 4-5 static choices. I have it set to dynamic for pitching, so it becomes more or less tricky to time the pitches, for placement, speed, break, etc and I feel like it's always challenging me as the difficulty slides up and down, which is great. Haven't done a whole lot of batting aside from a couple practices and home run derbies, so can't really speak for that side.
There is a whole lot more to the game, with loads of different modes, franchises, collectible cards and an online marketplace, specialised batting/pitching practise sessions, home run derbies, RMT if you're so inclined, online head-to-head, weekly roster updates from the MLB proper, etc etc etc.
As an absolute beginner, I found that the UI was all a bit alien at first. It did take me a little while to get the hang of navigating all of the menus, and interpreting what each option meant and setting up difficulties and sliders the way I wanted, but you only need to sift through that stuff once, then maybe re-visit to tweak as you discover what you do and don't like.
I'm super pleased that I gave MLB The Show a chance.