My personal issue with OCaml eco-system is that for quality tooling Emacs feels like the only option.
There is also a lot of work going on in making the OCaml native development experience easier. install-ocaml (link above) actually takes you through building and testing a project using Dune (formerly JBuilder) which is fast becoming the standard way to build OCaml projects.
If you are however interested in just the language, you can get wonderful ergonomics by using BuckleScript/ReasonML. You'll be running your code using Node, or in the browser, and you'll get access to the large and wild npm ecosystem. You'll lose out on the native OCaml ecosystem, but there are attempts to meld both together.
If none of this is your cup of tea, then you have a great alternative in F# - it is Microsoft's attempt at OCaml, and has a few great features that are not present in the original language. It comes with great Visual Studio IDE integration and sits in the .net ecosystem like Clojure or Scala does in the JVM ecosystem.
Or you can use Elm or PureScript which are statically typed functional programming languages that run on the browser, or Haskell, or even Idris.
These languages have great differences between them, but all of them are ultimately statically typed functional programming languages. Julia is not. Typed FP gives you ADT, immutability by default, functions as first-class constructs, and lets you model complex software as just pure transformations of data. These things are worth learning just for them, and once you understand the motivations behind them well enough, the occasional jank would be but minor annoyances.
I reeeaaalllly wanted to love Ocaml, but it just seemed like a collection of half baked tools and limited library support. So I learned Julia instead.
I would love to see a little unification and life come into ocaml to get its dev tooling up to par with other modern languages.
I gave up on it when I realized I had been spending more time debuging example code and conflicting versions of 'stdlib' type packages than i had been actually writing any Ocaml code.