Hi Scratchyr,
I too had problems with the beginning, which meant I was on the back foot throughout. Once I'd understood what was going on I loved it though. And once having understood it, the ending's good too.
How about, to help thick people like me, you started the cashier's dialogue with:
CASHIER: Newly deceased? Yes, thought you had that look about you. Now you'll obviously be a little muddled to begin with, but how can I help you today?
There was a scene in Beetlejuice, the film, where Geena Davis and Alec Baldwin have just died and they are in a waiting room to see where they are going to haunt, IIRC. Maybe you could do something like they did with people in waiting room having axes in their heads and things wrong with them that show the ways in which they died, perhaps a little too similar to beetlejuice but it's a way of avoiding too much explanation of what's going on at the beginning. If it's on the radio my method wouldn't work but I'd try my best to avoid too much exposition. 
Loved this. Fantastic idea! Good work!
Bo.