Why do you need a team to cheer for right from the start? If you follow the league, eventually there will be one or maybe more than one (as it was in my case).
I have soft spots for Amur (because of all the travel they have to face), for Slovan (killer logo), for Riga (nice colour scheme), for Barys (pure entertainment), for Medvescak (I can almost see them from my house...) and for every team Zherdev is on (so this year it will be Lev)
Not very helpful, is it?
More interesting for me that way. I mean I got into the NHL and become a Nordiques fan because I liked their colors, I liked the name Joe Sakic and liked him even more when I read up about him and the fact that the Nordiques were so bad for so long was another reason for me to cheer for them. Followed them to Colorado (even though I hate every other Denver sports team) and the rest is history, I'm an obsessed Avs fan and NHL fan.
For me having a rooting interest is a portal into the rest of the league. I surely understand where you and the others who say just follow the league are coming from and that is the logical way to do it but for me following clubs is not about logic.
Look at it this way...I picked Admiral on my shortlist partially because I am an architect/engineer and the Russky Bridge is amazing. Is that the silliest reason ever to start following an ice hockey club? Sure but who cares right
Anyways, your post is helpful, I enjoy seeing how others come to follow certain clubs. I think it is a testament to how far KHL has come that the available internet access and promotion makes the league appealing to somebody smack in the middle of America. Slick English league website, expanding media access online, English-language blogs, familiar players including Americans and Canadians. It's very cool.