Don't expect the movie to answer many (or any?) of your questions. There is a beginning that is not explained at all, which introduces us to our lead. We don't know him yet, so we have no idea what he's up to, why those people were "looking" for him. We might get it during the course of the movie, though still not entirely.
The acting is superb, even when you shake you head not getting why people would behave like that (there are a couple of deleted scenes, one that "explains" why the Nanny did something or reacted in a strange way after an encounter). It's strange to say the least, but that's intended. The world we dive into looks like the one we live in, but it isn't really. Still the horror feels real. Even if you don't see many things happening (explicitely), you will be confused by a lot of things. You'll either like that or loathe it. Which was exactly what the movie (maker) was aiming for ... Job well done then