Pynchon writes two distinct types of novels. V., Gravity's Rainbow, Mason & Dixon, and Against the Day are is big (literally) complexly plotted novels that frequently involve hundreds of characters and huge forces of history. They are my favorites, but they require serious commitment and even then can be difficult to read (I've never actually gotten through Mason & Dixon.)

He also writes smaller stories that generally focus on a single primary plot with a clear main character driving the story. These are The Crying of Lot 49, Vineland, Inherent Vice, and from the sound of the review, Bleeding Edge. These don't capture his insane manic complexity except in tiny flashes, but they are far easier to acclimate yourself to Pynchon.

I do think of his "simpler" novels, The Crying of Lot 49 gives the best taste of Pynchon's common obsessions. I enjoyed Inherent Vice and Vineland, but Lot 49 is much more finely polished.