Set aside a three day weekend and just plunge into it. I recommend reading a paper copy and using at least two bookmarks. The footnotes have footnotes, so maybe three.
I think a lot of people are intimidated by the size, the sheer physical weight of the book, while others are initially turned off by the flow-breaking footnotes. However, once you get into it, the footnotes won’t interrupt the narrative flow. Instead, you’ll be following certain authorial thought processes that you will find familiar. The pages will turn quickly and before you know it you’ll be sad it’s over. Then you’ll order The Pale King, his unfinished novel. Once you read that, you might get some additional insights as to why he killed himself.