You have to know the deeper story of Andy Warhol's life and art, to really appreciate him. If you know only the snippet's of pop culture renown, I wouldn't think he was that cool either, and I didn't for a long time. It was only when I read Andy's many bios (list) and watched some truly fab documentaries (Ric Burns, the one on Amazon) on the subject that I was inspired and fascinated with the man and his legacy with 20th century art, and the broader implications of culture, consumerism, america and social history.
There were also many fascinating characters that Andy "used to hang around with," who are almost as interesting as him. Many more than Edie Sdegewick. She is only the most famous of Andy's many friends and associates. There could be a movie about any number of people AW encountered. Brigid Berlin for one, Jackie Curtis, Candy Darling, Billy Name, Freddie Herkel,