As someone who had this book as mandatory reading in high school, along with many other books I would call dense, I would say the secret ingredient is to go fast. With regular books, I take breaks to ponder the ideas multiple times per chapter. If I know I have to go through 800+ pages, I decide to read 100 pages a day, and just brute force it through. After you've gone through the whole thing, there's plenty of time to go back and revisit the themes you found more interesting, I know other students also made heavy use of notes and sticky notes to grok the thing.