I had the exact same experience with DeLillo. The opening scenes with the boy travelling in trains with his face glued to the window as the train "smashed through the darkness" got me since I used to travel by suburban trains a lot. From there, a portrait of a man emerges that's the opposite of the usual biography. Biographies tend to be portraits drawn with a strong hand, dark pencil, clearly outlined, full of details and colors and leave no ambiguity. If intimate moments are at one end of the spectrum and their consequences are the far other end, DeLillo moves between the two like only a true craftsman can.
Of course, there is a gimmick in the book. I didn't realize that at first. I don't remember at what point and like usual gimmicks it hits you and you react as you realize whose story this is.
As an engineer, I live in a world full of definitions and determinate actions and consequences. Literature is what I have access to that constantly reminds me that there is more that meets the eye and truths are relative. Don DeLillo's literature ranks right up there.