Lost in Medias Res

Sometimes, writers can be a bit too eager.

We begin In Medias Res. We're in the middle of a fight scene, or some other action-packed sequence, and we have no idea whose side we're supposed to be on or even what they're so worked up about in the first place. The writer has no mercy though—they won't pause to explain who's who and what's what, you'll just have to work it out as you go along.

And then they forget to leave the hints.

Characterisation usually suffers from this most. Perhaps the story has Loads and Loads of Characters, and they've all been named within the first five minutes with no time taken to "flesh out" or even caricature their personalities and roles. This can be lethal to a work if many of the characters look similar to each other and Color Coded for Your Convenience isn't employed. If you've introduced Character With Long Dark Hair #1, Character With Long Dark Hair #2, and Character With Long Dark Hair #3 in a fight sequence without telling us anything about their background, personality, or allegiance, then you will find that we can't tell the three of them apart when they reappear twenty pages or one episode later. People are often disinclined to continue when they have to spend ten minutes working out just who is speaking and why they should care.

Falling afoul of this can turn a perfectly lovely Plan or game of Xanatos Speed Chess into a Mind Screw: what good is your ability to see through Bob's complicated plan if you cannot remember which character is Bob?

This trope is not related to Lost In Medias Res. It Gets Better is the other extreme, where there is too much exposition.

Examples of Lost in Medias Res include:

Anime and Manga

This criticism has been levelled at Doki Doki School Hours, especially in comparison to the more widely recognised Azumanga Daioh. While Azumanga began by giving the viewer short segments to establish a small, core set of personalities, Doki Doki begins with a group of students finding their diminutive teacher lost in a crowd of first-year students. The characters already know each other, so no exposition is given. Instead, eyecatches of each student are used as "personality profiles" (breaking the rule of "show, don't tell" to which most writers adhere). This, in combination with a much larger cast, means that it takes time to memorise which personality belongs to which student, even if the characters are arguably more visually distinct than those of Azumanga Daioh.
Azumanga Daioh itself suffers from this a little, at first (and only in the manga). Not because it fails to introduce characters properly, but because the art style is very simple and a large number of characters are visually non-distinct. There are at least four characters with straight, loose, short-to-medium length black hair in identical school uniforms (Tomo, Chihiro, Kaorin and Osaka) and little obvious other than hairstyle to distinguish the characters. Colour-coded hair is not employed.
Boy Princess is a story of gender bending and cross dressing set in a world of complex political intrigue...so it's a pity the writer doesn't take the time to fully "set up" this political intrigue before starting the story, instead seeming to make it up as the plot moves along. In addition, the characters are visually similar to each other (even people on opposing sides look alike) and personalities aren't clearly defined at the start, making it nearly impossible to keep track of the hero, let alone anyone else...as if the disguises didn't make it difficult to keep track of who's who anyway.
This is the main problem with the Saikano anime. It would have been far better had they not sped through the plot at mach 12, and stretched it to 26 episodes or so instead. It's still an effective Tear Jerker, but not nearly as good as the manga.
The Fate Stay Night: Unlimited Blade Works movie adaptation cuts out the exposition so much that only those who have played the route in the game has a hope of understanding it.
Ikki Tousen starts out without this problem, but as soon as Volume Two starts, the plot takes off and doesn't let you come with. Thankfully, every volume opens with a character guide.
The anime adaptation of Wandering Son suffers from this trope, since the part adapted starts from the middle of the story. By this point, everyone knows everyone else and have built complicated relationships, which aren't easy to define even for people who have read the manga from the beginning.
The manga version of Yu-Gi-Oh! GX starts with Jaden in the middle of his first year at Duel Academy, and already a classmate and friend of Syrus, Alexis, Chazz, and Bastian. It's implied that his early encounters with these characters, along with his entrance exam, happened much like they do in the anime, and seeing as the manga as a whole is nothing like the anime, it seems likely the author simply omitted them to avoid slowing the story down.

Film

About the film Elizabeth (starring Cate Blanchett), a critic wrote that we can't tell "which conspirators are on which side, or even who is a conspirator."
This is one of the reasons that Primer is so confusing. What's unique in this case is that you don't even learn the movie started In Medias Res until a ways into the movie (assuming you realize that at all the first time you watch it), and you're probably already lost by then.

Literature

If you can make it past the first hundred pages of Game of Kings in the Lymond Chronicles without giving up in confusion, you might possibly survive until the end. It's possible to make it through to the third book of six without understanding the first thing about what's going on - it's an excellent read anyway.
Every chapter of the Ender's Game tetralogy begins with a conversation between two people with no clue as to who is speaking or where. Two points stand out: These passages help add intrigue to the story quickly, and they effectively add depth to the story without us even needing to know who is speaking. Secondly, they may be characters we have not met yet, or have a distinct speaking style or worldview.
Robert Adams Horseclans series suffers horribly from this in combination with Loads and Loads of Characters, further complicated by the fact that a lot of those characters have names that are fairly similar (the Ehlenee names are particularly bad), and by the fact that the series stretches over a timespan of decades, so genealogies sometimes come into play as well. You need an excellent head for names—or a scorecard—to keep track.
Good luck understanding what is going on in Dune for the first few hundred pages.
Writer Steven Erikson claims to have done this deliberately in the forward for recent editions of Gardens of the Moon (the first book in the Malazan Book of the Fallen series), in order to weed out readers without enough patience to enjoy the series.

Live-Action TV

Power Rangers Samurai suffers from this, due to Nickelodeon skipping the origin episodes. Additionally, it is the first Power Rangers season to do so, as previous seasons start properly with the origin.
While the first season of the Game of Thrones TV series eventually gets around to explaining who everyone is and what they're doing, the first episode includes scenes like three young, shirtless, dark-haired men getting shaves and haircuts (i.e., removing their only remaining distinguishing features). Little details like their names and the fact that one of them is a prisoner of war from another family aren't mentioned. If you can manage to tell the three apart, you'll notice that only one of them actually does anything for several episodes. And he's not the most important one. Even if you can keep track of everyone's names, the series deliberately averts One Steve Limit just to leave you something else to trip up on.
It can be said that Kamen Rider Blade starts on the tenth episode.

Video Games

X-Men 2 for the Sega Genesis is notorious for dropping the player into the game's first level (with a random character) as soon at the game is turned on. You don't even see the Title Screen until you finish it. This was probably a failed attempt at translating a cold opening to gaming.
Final Fantasy XIII opens up right in the middle of a battle between a train of prisoners and the soldiers shuttling them to their execution. The characters toss around terms like L'Cie and Fal'cie without any exposition to explain exactly what they're referring to, the viewpoint character (and the supporting characters surrounding him or her) changes every fifteen minutes, and all in all the game feels entirely chaotic. The only way to catch up with what's going on right away is to dive into the compendium, which is several dozen pages long.

Web Comics

Nine out of every ten readers have no idea what's going on in Xawu. Of the remaining ten percent, most are people the creator knows and has described the story in great detail to.

Western Animation

The first few episodes of Code Lyoko explain virtually nothing about the premise. What is Lyoko? Who are the characters? How do they know each other, or how long have they? Who or what is Aelita? Who or what is XANA and why is he evil? Why can the characters go onto Lyoko? How do they know how to do the things they know how to do? How did they find out about the computer and Lyoko? Why is the computer stashed under an abandoned factory? How long has it been there and who put it there? It isn't until later that any of these questions are addressed.