And those things are the flaws of the game: not everything is told to you, the PC does not truly change, you never get those things in-game.
probably it's the idea you find these things out yourself.
Oh, quite the contrary. I enjoy the fact that you do not change immediately. First, I always enjoy ambiguity. Second, it gives room for the theory that the CoC really did just go into the Shivering Isles and promptly go bonkers.
I mean, it was the perfect bait for a hero and Adventurer. The promise of adventure, danger, prestige, some power, and nice shinies to adorn your mantle with.