There's always the problem in short fiction, particularly genre, that introducing weirdness in short bursts means that there isn't time to explain what's going on. This happens a couple of times in this book, Jay Lake's story for example (mind you I didn't get on with his longer fiction either. Trial of Flowers is one of the few books I just stopped reading so it might be me).
But there are some cracking stories notably Jeff VanderMeer's The Third Bear which is a sort of fairy tale and Elizabeth Bear Orm the Great which sounds like it could have been. It's well worth reading.
I've gone straight from this into Looking for Jake, China Mieville's collection of shorts. I'm enjoying this more than his longer fiction. Perdido Street Station and The City & The City both had good set ups and explored their own brand of weirdness to the full but neither had a satisfying plot. TC&TC holds out until just before the end whereas PSS seems forced even early on. I feel the same about Clive Barker and Neil Gaiman too.