I've never seen MLP, but how from MLP did you go Blue Exorcist? Didn't like one episode but kept watching hoping it would get better?
Yes in regards to both MLP and Blue Exorcist.
Friendship is Magic (for those who don't know that's the subtitle of the My Little Pony that everyone's always so crazy about) had in retrospect a horrible opening. I remember being ready to drop it after watching the opening two-parter but deciding I'd get further in to see what got all my friends (most notably half the guys in the M:EM) so into the show. In retrospect the first few episodes of the show were nothing more than your average children's show with a slightly-above-average depth of character. However, about half-way through season 1 things picked up in a drastic way and I was half-way through season 2 when I realized that, I was actually looking forward to watching more of this show. It helped that I was already starting to dip my toes into the sea of fan works with Friendship is Optimal and one of the numerous Dr. Whooves radio plays.
Going in I had the typical mindset of "this is a stupid show for little girls, I won't like it" (I decided to watch it for the same reason I decided to watch Attack on Titan: for the splash it made), but I ended up liking the show and am still deep in the works of the fandom (somewhere in the vicinity of 40 musicians I'm subscribed to, I'm still reading fanfictions, watching fan animations and analysis, etc.). So, ever since then, I've given shows a much longer grace period to impress me with something.
Blue Exorcist is the foremost example I can think of because when I was watching the introductory episodes of Blue Exorcist, I was actively thinking "you were ready to drop MLP in the same way and look how that turned out; give it some time before you drop it". I
hated the first three episodes of Blue Exorcist, but after we got out of the intro episodes I ended up really liking how the main characters' personalities bounced off one another, and especially seeing the different facets of the titular character's personality.
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@ storyteller: I now feel that I should drop everything to go watch an episode of Mahou Sensou.