There are levels and levels to what's going on in the writing. The early chapters are there to set up that he's lying to you, in a way that's heavy handed and devilishly subtle at the same time. Reading Gene Wolfe is like playing a poker game with the author, and no matter how hard you try to pay attention sometimes you look down and chips are missing, like Penn and Teller were just "explaining" a magic trick to you. It's frustrating and difficult and fantastic all at the same time, but obviously not for the same market as someone expecting a typical coming of age fantasy novel.

I'll be honest, it doesn't get any less rough, but eventually you learn to accept that you can't understand everything that the narrator has to tell you the first time you read it. Only after reading the whole story was I able to unwind the complex layers of context that underpin the protagonist's narrative from the very first page. It is worth the effort IMHO.

Not really, but it has enough memorable scenes and ideas that you will want to read it again in a few years, and you will then get a lot more out of it, assuming you are anything like myself.

I had to start The New Sun three times before it got fully under my skin. It might take a couple of chapters.