Personally I've always had a hard time getting into the lore because I wasn't sure where to start... I'm not pointing fingers at anyone or anything in particular, just voicing my personal experience, but a lot of the time it felt like things were alluded to, explained a little, but then not very in-depth? Or, alternatively, there's too much at once and I get overwhelmed.
Examples: I still don't really have a great handle on who each god is, their histories with one another and the world, etc. I also couldn't find information on human-god interaction (ie how they're worshipped; the extent to which they still involve themselves in mortal affairs). Admittedly I may not be looking hard enough/in the right places but...
Re: overwhelming amounts of info: I did take a quick look through the one lore thread in the rules area, but the info there is hard to sort through. The last section in particular looks to be a chat-log that was left in unedited, text-brick form, which... isn't very appealing to me as a reader. I do understand that it's a very old post, but if it were restructured for better readability, say in a similar way to how the rules are laid out right now, that'd go a long way towards making it more accessible for me (and for other people, I suspect).
I'd also be interested in seeing more info on stuff mentioned in the Evelon races PDF. I'm particularly curious about the different planes (a setting PDF might be cool?), as well as more in-depth stuff about the societies of Seraphim, Dwellers and Chaos. The Evelon-canon races aren't exactly 1-1 with more... widely known races such as vampires and dragons, where I could easily do more background research, and since they're Baal's creations (as far as I know?), I don't feel comfortable just making up a lot of details either. I'd probably use them more if I felt more comfortably like I knew what I was doing. Might just be a personal hang-up of mine though P:
As a side-note: I realized while looking through this stuff that the link to the Evelon races PDF was in a different forum section than Kodai's lore thread (Help and Rules & General Info respectively). If lore is going to be more prevalent/comprehensive in the future, I think a separate section, or at least a clearly marked-out subsection where all the lore-relevant info is linked to or amassed, would be really helpful.
I guess my overall point is that I'd be a lot more interested in/comfortable with lore if it was more comprehensive and organized.