Man, I totally get that frustration. When I first grabbed my FX30, I was using an old zoom and felt pretty let down too. Honestly, I've been so satisfied since I picked up the Sigma 30mm f/1.4 DC DN Contemporary for Sony E. It basically lives on my camera now and I have zero complaints about the image quality. The math is annoying but basically:

• Look for a low f number like f/1.4. That gives you the blurry background.
• Primes dont zoom, but they are much sharper than that kit lens.
• Since the FX30 is a crop sensor, this 30mm lens acts like a 45mm, which is perfect for natural looking shots. I used this exact setup for a music video last month and the client was blown away by the depth. It really does make it look like a real movie instead of just phone footage. Just set it to f/1.4 and youll see the difference immediately.

In my experience over the years, you dont need to spend $600 for that cinematic look. Just focus on a low f-number.

• Viltrox 23mm f/1.4 AF Lens for Sony E is a total steal and gives you that blur easily.
• Samyang AF 35mm f/1.8 FE is super sharp and fits your budget. Check out the site MPB for used gear. Ngl, used is the way to go. Good luck!

Saw this earlier but finally got a second to reply! Dude, seriously, dont return that camera yet because the FX30 is an absolute beast!! The kit lens is definitely whats holding you back right now. It just doesnt have the shallow depth you need. ^ This. Also, stop stressing about the crop factor math! Its way simpler than it sounds. To get that blurry cinematic look, you just need glass with a low f-number, like f/1.4 or f/1.8. Thats the secret sauce for that separation you want. Honestly, just go with any Sigma Prime Lens for Sony E-mount. You really cant go wrong with their glass, its fantastic and fits your budget perfectly! Or even just a fast Sony Prime Lens from their standard lineup. Just pick a brand and grab a wide aperture prime and your footage is gonna look amazing instantly! Trust me, you're gonna love it.