Long time Conan fan here. Religious podcast listener and have watched tons of clips of him on YouTube. Watched basically all his remotes and loved them all.
I believe like myself, many people have anticipated Conan O'Brien Must Go ever since the TBS nightly show went off the air. Well, the new show definitely has the old Conan recipe: traveling, interacting with locals, funny improvs, etc etc. Definitely worth watching.
But I really believe that this format still has a lot of potential. A lot of things that I miss about the old travel shows are unfortunately absent. Real laugh track from a live audience (definitely a conscious decision from the production team), not too much multi-cam setup and fancy editing (which makes the new show feel a bit contrived), and just more organic interactions (either with locals or someone on the team like Sona or Jordan). Like some comments said, I feel the new show is trying too hard in some sense, making the jokes feel contrived. I don't think there are a lot of clips that I will be watching over and over again like those from Conan's travels in Armenia, Japan, Isreal, Australia, etc. I believe that Conan really shines when there isn't a lot of budget, post-production, planning, and scripting. Maybe the expectation from HBO and even himself is too high, but I think it surprisingly hurts the show. Let him take it easy and relax, and actually enjoy the travel and bantering with whoever is on the show with him. It really doesn't need to be "polished" to be a good and funny show.
Nevertheless, I would recommend everyone to watch it still. I'm just having high hopes for the next season.