Have fun. There's a lot to learn here (ingame and on the forums). Play vanilla 7dtd for a few hundred (thousand?) hours. Just when you might be thinking "I know how this is gonna go", you may be surprised.
Personally, I find the super-large maps don't offer any gaming experience benefits apart from a lot of travelling, but that's my opinion. Wanna learn how things work? A small map will do. Then, once A21 is released, we'll have new experiences all over again.
Don't feel shamed if you want to turn down the difficulty or even eliminate horde nights for some playthroughs. It's all part of the experience. What ever works for you.
Oh, and regarding the game lore....its not important as yet. It's the behavior of the zombies that want to eat your face that you should be concerned about.
Welcome to the community!