most important is that you read the translation by c.k. scott moncrieff. the new translation by lydia davis is apparently much more true to proust's writing. it turns out that there was a gain in translation. so much so, that someone who read the french version and moncrieff's translation said that it should be translated back into french, and read that way, rather than in the original.

all of this is illustrated by the change in title: moncrieff translated the french not literally, but instead by pulling a line from a shakespeare sonnet (#30 apparently).

some people say that this liberty illustrates the many more that moncrieff took, turning a rambling french novel into an english novel more classical in form and appearance.

anyhow, take it slow. there's no mystique or magic, at least nothing compared to the way people talk about it. it's just great writing. it can best be compared to tiramisu. if you eat it all fast, you'll get sick. but if you really take the time to savor each bite, you'll really enjoy it.