So I've progressed out of Ikebukuro and went to the Assembly of Nihilo.  So far it's treading the line of being challenging without being so obtuse that i'm not able to figure out what to do next.  I've had to jet out a few times in the grind down below due to massive SP consumption, but I've been able to retrieve the four Kilas and I'm prepping to head down into the heart of the Assembly to find out what lies below.  I'm having issues with the progression, as it's hard to tell where you're at, especially after P3 and P4 where you have an idea how far along you are because you know there's an end date in sight.  Coming out of those games and heading into Nocturne, not having that security blanket of knowing about how far you are is by far the most jarring part of the game right now.