I couldn't understand the first page of Crime and Punishment even with a dictionary. Dostoevsky has a very eloquent way of writing with very long sentences and complicated grammar, but it's very hard for a non-native speaker to understand.
So, I went to a Russian colleague of mine, who recommended that I try to read "The Master and the Margarita" instead of Crime and Punishment. I found that I could read and mostly understand it, but the plot made no sense.
I told this experience to my Russian teacher, and she laughed uncontrollably. She said that it's true that the grammar in The Master in the Margarita is easier, but you'll never really understand the plot without having lived in the Soviet Union. She said that every element in the story is a jab at some aspect of life or politics from that era.
I continued to stick with short stories by Chekhov and Gogol after that.