I had that same problem, I tried getting into it twice and was only lukewarm on it, but I decided to give it another shot on the Switch anyways and for some reason it finally just clicked.
(I changed my Shovel Knight into a badass blue lady knight so idk if that helped :P)
I've put over 30 hours into it so far and am on NG+ now and still having fun with it. I'd say it really opens up after the first 3 worlds.