David Markson's style in Wittgenstein's Mistress is deceptively spare. It's an unfurnished master bedroom of a book at first blush.
I "got" some of the novel -- enough of it, I guess, to sort of "get" it the way I "get" an abstract painting (which isn't much) -- so it mostly remains a mystery to me. David Foster Wallace blurbed it, "breathtakingly beautiful," but he was a genius. I suspect a person could spend weeks merely googling each arcane reference in the book, as one could do with Ulysses or Gravity's Rainbow, just to gather some foundational understanding of the component referents that frame the novel, but then still have extreme difficulty comprehending how the pieces fit all together and what they mean as a whole.
The book is barely 200 pages, but it's denser than lead, so that it reads more like William Gaddis' National Book Award winner, JR, a book nearly 800 pages without a single chapter break.
Too bad David Foster Wallace didn't stick around long enough to write one of his masterfully lucid essays on Wittgenstein's Mistress*. He'd of made sense of the difficult novel and, more importantly, been able to explicate it for average dummies like me in a manner that I'd actually be able to "get" it. Somebody should write a reader's guide for it. William T. Vollmann probably could. Wittgenstein's Mistress for Dumbies, maybe?
* Turns out David Foster Wallace did write one of his patented masterfully lucid essays on the novel, and it's called "The Empty Plenum: David Markson's Wittgenstein's Mistress" as a reader (see comments below) was kind enough to inform me in 2010. The essay was available as an online pdf (copied from the 1990 issue of The Review of Contemporary Fiction in which it originally appeared) for many years until it -- and nearly all of DFWs previously uncollected essays -- were taken offline in 2012 upon the posthumous publication of Both Flesh and Not: Essays at the understandable behest of Wallace's estate and publisher. The essay is the best writing about David Markson and Wittgenstein's Mistress I've ever read.