I watched this on Netflix, accidentally finding it hidden after hundreds of other recommended shows. I don't think Netflix really knows me as well as it thinks it does. Bill Murray was someone who grew on me. The first time I saw him on SNL I was not really impressed. But I grew to appreciate him and have enjoyed many of his movies. We watch Groundhog Day every Groundhog Day we can and I never get tired of it.
When the Cubs won the World Series, there was an article about Bill Murray's excitement over the win on Vulture.com which had a quote it would have been good to have been included in the show--"Strive to be the Bill Murray this world needs." The documentary showed how true that it is--Bill Murray is what the world needs, and he helps the world one person at a time.
There are a lot of things that just don't matter, but watching this is not one of them.
Beware of the "F" bombs if watching it with kids. There were some who reacted as did Woody Harrelson's character in Zombieland when seeing Bill Murray or even reflecting on seeing him.