Weird. I bounced off Foundation immediately because it felt like a series of short stories instead of a novel (and also I couldn't take psychohistory the least bit seriously). I'm kind of kicking myself for not predicting that it actually did start that way.

New information that challenges one's context can often appear weird at first. Its a common reaction.

Regarding psychohistory: It's worth considering the era in which the books where written. The 1st half of the 20th century saw massive innovations in economic theory, physics, and information theory. It was not a big leap to predict that in 500 years time, humans would further advance macro economics. Personally I felt the books did a great job setting limits in the capabilities of the theory, and using its inherit flaws to drive interesting plot lines.