I also went to try it out and gave up in frustration. Getting "embeddings" in particular seems critical to having it work well but also extraordinarily hard to try out, I'm not actually sure if you are required to pay sourcegraph money for that feature before you can use it or not.
Sorry. You don't need to pay for embeddings. What did not work for you? If the desktop app is where you ran into trouble, you can start with the editor extension (see https://github.com/sourcegraph/cody#readme) and just sign in via Sourcegraph.com instead of your local desktop app.