What helped me get through it was consciously reminding myself "It's OK if I don't grok every single thing in this book this time through. I can always read it again. And again, etc." In other words, I didn't try to read it like a traditional textbook (which it really isn't) where everything is strictly factual, and laid out in a nice, linear, straightforward order. I found that I just had to accept that GEB is non-linear, byzantine, self-referential, and frankly confusing at times. Instead of being blocked when I felt confused, I just kept reading.

Did I get everything out of it that Hofstadter intended to put in? Almost certainly not, but I still got quite a bit of out it, IMO. And I can always go back and re-read it.