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FWIW - I've played EVE for years (5 now?).
That out of the way...
PvE combat NEVER gets more complex, it just gets more difficult. By which I mean the aggregate damage that the NPCs throw at you is more than one ship can handle - as such you need more than one ship. This is "Level 5 missions" and high end complexes in a nutshell. There are a couple of little hooks and tricks that may get you once - or if you don't read a walkthrough first - but they're mickey mouse compared to other PvE focused games.
Other types of PvE are very narrowly focused at certain personalities. Traders have to inherrently love watching their account balances increase. Explorers have to inherrently love the tracking of complexes and hidden mining belts. The actual activities at these points (mining, PvE combat or freighting goods) NEVER get more interesting or more complex. If these things appeal to you then they're interesting - otherwise it's just painfully dull.
Generally - the problem most folks have with EVE is that without a goal (something the game will not give you), the pieces of the puzzle don't make sense. It's the dullest thing in the world unless you're doing X, Y or Z for a concrete reason.
This is usually where player corps come in. Joining a player corp is kind of an opiate for the EVE masses. It makes the dull areas interesting because you're usually doing it to help your corp and it's goals - i.e. other living people that will appreciate your efforts. At the very least - it usually gives you people to talk to while doing the dull things.
PvP combat is *slightly* more complex - mostly in that there are a wider array of things to do and be aware of. The PvE area of the game does a poor job making full utilization of the array of support skills available (ECM for instance, tackling is another). Perhaps the new expansion (with it's "better AI" will mitigate this somewhat).
Once you're over the hump of PvP learning though it's just as dull, interspersed every so often with about a minute or two of frantic action that either leaves you in a pod, a cloning station or in a field of other folk's debris. Unless you're a fleet commander or involved in high-level alliance politics, the territory conquest game is a whole lot of big fleet vs. little fleet. (That is unless you're in a capital ship, where you spend a lot of time staring at shimmering, immobile globes around player owned starbases).
Much like any game out there - if you have a goal EVE is a good time. If you don't want to or can't figure out one on your own then being part of a group that has a larger goal can give you that same good time (plus the support of fellow humans while going over the dull parts). EVE just won't tell you what goal to choose (which is what the average MMO does with it's level progression / storyline quest dynamic - how many people quit at max level because there isn't anything to do?).
At some point one will run out of goals and then EVE gets dull - and usually the player will quit for a while. Many will get another wind at some point when they think of a new goal and will return - others burn out or find they no longer are interested in dedicating the amount of time most things in EVE demand.