Please no spoilers!!

So I just reached Elizabeth and I don't understand shit. Where did I come from, on the boat? who were the two people on the boat? Why did I go to the lighthouse and get launched into Columbia? Why did I rescue Elizabeth? Who am I and what is my purpose?

It's possible that the mystery unravels later on, or that it is meant to remain a mystery LOST style, but this is way too mysterious, so much that I'm clueless.

(The following is a spoiler of the next 10 minutes after meeting Elizabeth):

Also, is it me or does Elizabeth go from worried and defensive to "let's dance mister Dewitt ahahaha" in a matter of minutes? She's pretty quick to trust a stranger who pulled her out of her home isn't she?

The story is purposefully vague to begin with. When the game starts, you aren't supposed to know who those two people in the boat were (but that gets explained later on).

Essentially, the very basics of the beginning of the Story is that your character is Booker DeWitt, an ex-pinkerton detective who has been sent to columbia by his employer to retrieve Elizabeth. At this point in the story, Booker is not told why Elizabeth is important. He is just told to get her, and in return, his employers will rid him of his debt. At the point you're at, all Booker wants or cares about is getting Elizabeth away from the city and delivering her to his employers.

As for all the strange stuff - the strange two who appear and disappear, the "don't pick 77" message - all of that is supposed to be confusing. It DOES get explained later. But at this point, it's supposed to confuse you.

basically the whole game is a prequel to Medal of Honor Warfighter.

This more or less. Listen to the Voxaphones they also fill in chunks of the story.

@officegamer: As was already written, apart from who you are all your other questions are intentionally left unanswered in the beginning of the game. In order to get the most out of the story you really should seek out all the voxaphones and those movie reel things as you can. There is a lot of plot which isn't covered through just playing the game - and even the voxaphones are somewhat vague at times only offering brief glimpses behind the curtain. As you play you'll start piecing some things together but it's really the final hour or two of the game that begins dropping heavy story resolutions your way.

Explore, listen, and read anything you can. There is a lot of story hidden throughout the world and if there is any strong complaint I might have against the game is that these really fascinating story beats ARE hidden and need to be searched out which is a shame. I understand why they did it and it adds an element of exploration as if you're uncovering the story behind the story - but at the same time if you miss a view voxaphones like I did, you're kind of left scratching your head about some story points and then you read a thread where someone says "oh yah they totally explained that in voxaphone you find in a bathroom near the end of the game."

@humanity: @the_laughing_man: I'm listening and watching, I got the gist of what Columbia is all about, I just have no idea why I'm there and what my purpose is. but @korolev: did a good job explaining it :)

This is actually making me appreciate Infinite in a whole new light. But where are my sixteen different ways to kick down a door?