iem:
Ah, maybe I was one of the few ones who didn't. Even after I finished it I felt like I missed a lot of back story and still didn't quite get what the supporting roles meant to each other. Maybe I'll watch the whole series like you did.
There's a lot of back story, even after you have watched the entire series, because it was based on a series of novels. I was on their wiki page A LOT while watching the series. XD
And also, there's still many things that haven't been revealed.
Just beware, the different parts were produced by different companies, as different companies held filming rights to different novels/at different times, so the stories don't completely flow from one to another.