I felt the same way originally. Things that made no sense, overuse of generics and all sorts of "Why didn't they just slap an interface and get it over with!" moments.
Then I started reading Dr. Nick.
Nicholas Allen is a PM on the WCF team, and is blog is the
bible for WCF internals. He's written over two hundred posts in the last couple of years explaining the whys and there wheres, giving a glimpse into the internals, focusing on security, or the binding model, or whatnot. He even responds to questions - both those sent directly to his blog, and as a reply to my own blog when I raised some issues I had with the way things are built.
In short, Nicholas Allen's blog is a must read for any WCF developer, especially if you want to get down and dirty. Heartily, heartily recomended:
http://blogs.msdn.com/drnick/