Choose several of Shakespear's numbered sonnets to read. They are typically available in some form online--purchasing a book of the sonnets is not necessary.
Recite the poems aloud. Underline words you do not understand. Look up the definitions to these words.
Explore stylistic critiques of Shaakespeare's sonnets.
Select a play of Shakepeare's to read: Othello, Hamlet, Romeo and Juliet, Midsummer Night's Dream are all popular choices.
Purchase a copy of the play that contains a history of the play and footnotes. Peruse the history of the play before you begin reading the actual play.
Place the character list somewhere that you can easily reference it as you decipher the play.
Interpret the play in small sections, underlining and making notes in the margins. Look up any words that you do not understand. Use the footnotes to help you with words that are no longer in popular usage.