It is fun when they are just some bonus content. like extra pictures or something.
If I have to click every pixel on my screen to find something in order to progress the story I find it extremely annoying.
I usually avoid 0.1, unless I find the preview pictures very promising. Normally, I jump in at version 0.3, because there has been a time period when many games would get abandoned at 0.1 or 0.2 and it was a great disappointment for me.