The characters remain engaging, with Diana Dane being the main character, our eyes into this new world. I had thought that being familiar with Alan Moore's Supreme mythos, I could figure out what was going on just because of nominally familiar characters like Diana, but that hasn't been the case. What we've gotten has been better than anything "familiar," as the air of mystery and the general aura of the unknown has heightened my curiosity and engagement with the story.
Blue Rose does some, while not incredibly elaborate, involved world-building. There's a scene that just pans across a certain street, and I wouldn't be surprised if any of the landmarks we were shown appear in the series later. But my favorite world-building element is the Professor Night series that Diana is watching on her tablet. Right now it seems disconnected from the main narrative and is just a functional interlude, but like the rest of the other elements in the series, I'm fairly certain it will all tie in together.
This feeling of having all the balls up in the air, however, might be less engaging if the art were anything less than aesthetically pleasing, but Tula Lotay's art, still new to me (and I imagine most of you) is as pretty as it gets. The cover alone is a thing of beauty, harkening to old-time movie posters, but the design within the book itself, with its ethereal strokes and color holds and choices (Lotay is assisted by John Roshell in terms of design), continues to give the book an ephemeral quality, just removed from the real world.
So I've got no idea what's going on in this book, but it sure is gorgeous. Go read it!