Games demand something from you that other art forms don't.
If you do not perform sufficiently you get no more art. Even though you paid for the whole game, you might only get to experience half of it.
Books don't ask you questions about the story and then refuse you to read on until you have answered right.
Movies don't check whether you understand the characters and their motives and then stop the film if you have not paid attention.
Paintings can be enjoyed no matter what your understanding of them are, and whether it matches the artists' visions.
Games do not work the same way. You have to earn the art.
How much the games demand from you differ quite a lot. Old Nintendo 8-bit games are known for their brutal difficulty. Many did not even have a save function. There are, of course, difficult contemporary games as well. Super Meat Boy, Braid and Trials Evolution are all quite hard. Many indie and mobile games use the gameplay mechanics of games from previous eras. On the other hand, some new AAA titles play almost like movies, with 30 minute cut scenes, health that regenerates automatically, frequent checkpoints and unlimited lives. They are both art, but the demanding nature of the first captivates the player in another way. When I ask long-time gamers about their favourite games and gaming moments, old games are mentioned at least as often as newer ones.
The best games balance captivating gameplay with immersive storytelling, pulling you into the game universe. When the gameplay is just right we gamers experience "flow" or "being in the zone", the state where everything else but the game is gone and your fingers move automatically. When the storytelling is done right we get an emotional attachment to fictional characters. We want them to succeed, or fail if they are villains, we identify with their struggles and want to help them make the best choices and move along on their journey(s). It is just like a good story told via a book or a movie, often with the added benefit of being able to influence the choices the protagonist makes. When a game delivers on both these factors, gameplay and immersion, it has the potential to be a classic, one of those games that stays on gamers' lists of all-time favourites.
Regardless of the amount of story, gameplay is crucial. The essence of games is the interaction between the player and the game itself. Games are a dialogue not a monologue. It is the component that differentiates games from the other art forms. Consequently, you have to involve and dedicate yourself to get the full experience.
Try. Fail. Repeat. Hopefully win after some time.
Be worthy to experience the art.