Probably the biggest issue here is that products made with whole wheat flour are denser and heavier than those made with white flour. So again, it is a bit about adjusting your taste buds. I find that whole spelt flour seems a bit lighter than wheat, but I’m sure still heavier than white flour would be. Once you get used to the difference, the processed products (particularly if sweetened with white sugar) taste a bit bland or like they are missing something.
Baking bread is a bit trickier because even though whole wheat flour contains a lot of gluten they it also requires a lot of gluten to achieve a good rise. The bran content cuts through the gluten strands and interferes with the rising process. Some people add straight gluten flour to their bread recipe to take care of this issue, and some seem to add more yeast (but I think that affects the taste and don’t recommend it). Instead I use a process that involves an early rising with very little of the flour added, also called a sponge. It helps the gluten develop more fully. Here is my basic bread recipe so you can try it out for yourself.