I don't exactly "get" it yet, either, actually. I think the big thing is that if you do it all online, you really have to push people to go to the site and order things. BUT - to even get started, you have to order a starter kit, which has samples and stuff.
But there's another option to hosting a party, and that is a "basket party", where you send some samples, some catalogs and order forms with someone you know to their workplace or whatever, and they keep it there for a week and then people send the orders back to you with the person.
I'm sucking it up and having a party, but the good thing about the parties is that the "host" is not you, you get someone else to do it, and you just bring the Scentsy stuff. Then the "host" (not you) does all the talking and socializing, and you are just there to answer questions about the products.