This was my experience, too. A Skeleton Key To Finnegan's Wake by Joseph Campbell helped me understand the overall themes of the book, and hearing Joyce read it helped me appreciate the language and the rhythm of the words. I found it more approachable once I saw it as a story told in wild poetic dream sequence imagery.

Even a short summary of the Wake can suffice to get you started. You're never going to understand it all, and that's okay, but even a brief chat with a Wake fan can give you the basic clues of its structure and the HCE/ALP Shem/Shaun dualities. I think it's a mistake to spend time with guidebooks than with the text itself if you want to read it for pleasure as opposed to writing a thesis on it. At least, postpone the guides until after your first trip once around.

It took me 20 years to read Ulysses and I still don't know what happened in it.