As an experiment in retention/understanding I've been listening to the new Hilaritas Press podcast on Beethoven in small sections, rather than all the way through in one sitting.
Early in the podcast, Mike Gathers asks Eric Wagner how Eric began on reading Robert Anton Wilson, and Eric responds that he began with the Schroedinger's Cat trilogy (as the original three mass market paperbacks), then read the Illuminatus! trilogy, then Masks of the Illuminati. Mike mentions that he found Masks an accessible way to begin with RAW, and that he worked up to Illuminatus!, which he found difficult at first.
I began with Illuminatus!, which I found totally absorbing; I simply cannot recall how I got interested in it, whether it was recommended to me and or I ran across it; I did early on have friends in college who also read it. Then I went on to everything else I could find. I do regret that I took a long time to get around to reading Robert Shea's solo works; I didn't start on his historical novels until many years after Shea had died.