Yep this happened to me as well, a sort of casualty of going in blind without seeing any trailers. All I knew going into it was that a crime happens and at first I assumed maybe it was a robbery of her place because she's rich but nope that was wrong. As was watching I figured maybe it was a flash black and the movie was about how those events destroyed their family, which was also wrong.

I think I would've picked up on it earlier but I was just caught of guard by how quick and early into the film that the tone changes that I was pulled into the moment by moment action, then you get pulled back into the real world of the movie and have to sort it out while it's all still moving forward.

I was able to piece it together around the obgyn but it was definitely the more extreme case for me of having absolutely no idea what it expect which made it a lot more fun, especially when surprise Michael Shannon made his appearance. It's certainly a more layered experience then more generic thrillers.

The cold opening was definitely the most shocking part of it, felt like I had accidently stepped into a porn theater solo.