Well, we see this new faction wantonly slaughter an entire village in the opening of the movie. And they are willing to destroy entire inhabited planets to get what they want.
Dearie me, I don't know why it matters! I don't know why I should care that the heroes oppose them!
Hint: it is because they are *bad guys*. We don't need to know the history to see that they're brutal, deadly, and not the kind of folks you want wandering around with planet-killing weapons.
It might help for you define the term, "chump" as you are using it.
The traditional definition is "foolish or easily deceived" and has nothing to do with how badass you are. A chump is beaten by outwitting them, not by outfighting them on their own terms. The trolls in The Hobbit are chumps, and completely physically overwhelm the heroes.
Not claiming the First order is not evil but basically why should we care they are evil.
Lets put it another way. Say Rey goes forth in Episode IX and deals with/kills Kylo Ren yay the good guys win. But it was never in doubt, Kylo threw tantrums in TFA, lost a battle, got made to look like a chump in Episode TLJ by being fooled by Luke and Rey is superwomen you may as well put her in a blue and red super hero costume. That is boring because Kylo is a weak villain there no emotional attachment for him getting his ass kicked because he has already lost twice (cf Vader). Assuming they don't pull a swerve by a double turn (Rey dark, Kylo Light) or pull something like Kylo wins or they both die.
And they could have avoided this just by a few tweaks. They lost about 40% of the revenue from TFA to TLJ, Rogue One cf Solo lost over half if that pattern holds Episode IX is heading towards Solo levels of losing money (maybe they film it cheaper and turn a small profit IDK). TLJ did not have the fans going back and seeing the movie over and over again like TFA did (or it attracted a lot less people take your pick).
Take Rey tweak her background slightly and she could have been a Jedi survivor, the last Jedi Knight (and it feeds into being the Last Jedi), you don't really need to know much more she is a Jedi Knight ergo she is already a bad ass (like Obi Wan in the prequels). It doesn't bring up the issue of her parents (-1 for being a rehash, -1 for a crap follow up). TFA is mostly the same tweaking it for the new back ground. TLJ rolls around, Rey is a Jedi- the last one even makes sense yes? Have Kylo get trained by Snoke (as hinted at end of TFA), he makes a comeback, kills Luke not some projection (makes him a badass, Snoke less of a chump because he trained him), Evil wins round 2 a'la ESB, and episode IX you have a climatic showdown (Rey vs dude who killed Luke). Lukes valiant last stand is enough of a distraction for the resistance to get away more or less like TLJ as is. TLJ screens more or less as it but instead of Rey being trained its Kylo with Snoke (or have both of them get trained why not).
Finn got stuck in a boring pointless sub plot, Poe looked like an idiot for getting his entire command killed for being an idiot. Yeah sure in ANH a lot of rebels died in the Death Star run but its because they're desperate not stupid and they're dead anyway if they don't make an effort.
Most of the main cast are chumps. Chumps basically being easily defeated in a stupid/foolish way or doing stupid and foolish things (and getting defeated). Sure Luke rushed of being reckless but there at least was a bit of plot protection for him as he cared about his friends. They all survived and his stupidity was limited to his friends.
Earlier comment about character development. Han ANH went from ruthless mercenary type to good hearted rebel. Followed up on in ESBwith comments about deathmark. Leia, senatorial princess, becomes very handy with blaster, rebel commando RoTJ. Luke farmboy to Jedi Knight. Hell even Lando did the right thing in the end and tried to fix his screw up (successfully).
Rey superwomen right from the get go none of Lukes weaknesses . Poe Great pilot turned into blithering idiot who got his squadron mates killed (and disobeyed orders for no good reason), Finn coward, became heroic but in a boring stupid sub plot but at least they made the effort I suppose. Hell since you don't need to be trained with a lightsaber anymore just chuck that kid at the end of TLJ a lightsaber and point him at the First Order. He should at least knock off Hux right? Put all three of the new heroes together, they almost qualify to carry Landos cape and he was a supporting character (and Donald Glover kinda stole Solo as well, Billy Dee was great in the OT). Lando has "it". Even Finn deserting the First Order doesn't mean that much as he didn't pull the trigger so doesn't really have anything to redeem as he wasn't that bad to begin with (cf Han shooting Greedo, theatrical release).
TLDR. Whos the villain in Episode IX and why should we care?