Have a look at the opening of Samuel Delany's <em>Time Considered as a Helix</em>. He's pushing a lot of information at his reader, yet he still manages to give you a pretty good idea what sort of person is his main character, and you also feel he's on your side.
For a longer work, have a look at Terry Hayes' technothriller <em>I am Pilgrim</em>. You can read the opening in the Amazon "Look Inside" preview, or library it for a longer read. Different genre, very different style, slower burn, but it's a wonderful book to study. For one thing, the pacing is outstanding, in the sense there are essentially no boring parts; the author is able to manipulate narrative tension through the slower expository sections and keep you up reading in the wee hours. But in regards to the bond between the writer and the reader, with Hayes it quickly develops as a bond of trust. You come to care about the MC, and there's the feeling the MC cares about the reader, even though he deliberately withholds information.
With good writing, you feel you're in the hands of a master craftsperson, so you relax and let the story carry you away.
<em>I am Pilgrim</em> by Terry Hayes.
<em>Tigerman</em> by Nick Harkaway.