I can understand perhaps the way Jordan wrote the first few books - perhaps in twisted real life foreshadowing of his own untimely demise, he did not want people to think the pay off was only coming 5-6 books hence and therefore wait until the series was finished.
One of the main issues I think with the first book especially is hindsight. If you have no knowledge of the story, it is masterful in explaining the building blocks you need to understand the Dragon's story without being obvious about it. A rough fantastical background is laid down in the common imagination (evil Aes Sedai and gem encrusted Warders). The One Power is explained through Egwene's discovery that she was born with the spark. The trolloc wars and the thousands of years of struggle against the Shadow is explained through the history of Manetheren. Rand almost appears as an old fashioned observatory narrator, a modern day Captain Hastings, a sounding board for our ignorant reactions.
However, once you have access to the books, even if you don't read the blurbs of the later books, the third is called the Dragon Reborn, so there is no doubt as to what is coming, no real difficulty in guessing Rand's future role. I mean the Dragon could be an antagonist or a mentor or misunderstood in some way, but really, the breadcrumming of information must seem so obvious and slow. This is something that the show had to deal with and why for me at least the first seasons were always going to be problematic.