I don't remember being particularly confused by hearing the cast album (my closest brush thus far with seeing the show). But I do remember years prior to that, when I first started reading 'War and Peace', trying to draw out out my own family/relationship tree with all the nine-ish different names listed for each character, to help keep things straight! Maybe some newcomers to 'War and Peace' would find the show confusing in that regard as well.
Another aspect of the show which might cause confusion, is that the plot is a bit episodic and one might not know know beforehand which are the 'important' incidents in terms of straightforward plot, and which incidents are more about themes and such. About the first active thing we see a main character doing, is Natasha going to visit Prince Bolkonsky and Mary. The Boklonskys get a generous segment of the show dedicated to them and then aren't seen again (IIRC). An audience unfamiliar with the story might end up wondering for the rest of Act 1, "But where do the Boklonskys come back into it? What was that scene about?" Also, the scene with Pierre, Helene and Dolokhov at the club might make the audience think that Pierre's throughline will be about things changing substantially between him and Helene by the end of the show, but nope.
With show-hindsight we can say "The Bolkonskys scene sets up Andrey's chilling resemblance to his father towards the end of the show, and both scenes help illuminate the different, but nevertheless very limited, choices available to dissatisfied women in 1812, which ties in with Natasha's experience" and so forth, but new audience members don't yet know that those are the things to look out for in those scenes. They might instead simply see groundwork for plot developments that never happen (or, not within the slice of W&P adapted for the show at least). Just a theory.
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