I spent an entire year reading almost nothing but Montaigne, and it wasn't too long ago. I had read him so much that I could pick up his complete essays, open the book to anywhere, read a few words, and I knew everything that was on that page. I have the Donald Frame translation, which I would highly recommend. I've read it so much that the spine split in half, so now when I want to pick up Montaigne I actually have two "books" to choose from! (Planning to buy a new copy eventually...)
As for Shakespeare, I think there's nothing wrong reading his plays while young, if you'll return to them. They can be enjoyed without full understanding (and there may be some question whether he can be fully understood at any age), but if someone asked me, who planned to read the plays and check them off as "done", i.e., who only planned to read each once, I'd say wait until older.
Nietzsche's similar, because he's a little difficult to understand at any age but a more well-formed maturity (after more experience of the world, a more-developed personal philosophy) will help. But my reasoning behind the advice on Nietzsche is a little different, too, because it seems that some unbalanced young men who read Nietzsche go over the deep end—in a bad way. Jared Lee Loughner, who shot Rep. Giffords in Tucson, for instance. They seem to find some justification for extreme nihilistic violence in Nietzsche, which is a misreading of N.
Back to Shakespeare.
My own admission of guilt is that I still have not read Antony and Cleopatra (and a few others) but am always planning to read it. Coriolanus is another that I haven't made my way around to.
I've read criticism of Shakespeare, and long before I started reading the plays. The extremely high praise of Falstaff (Harold Bloom's especially) did not match my experience of Falstaff, who I thought was rather boring and not as transcendent as others thought. My suspicion is that Falstaff really needs to be seen live in a performance, which I have never done. Either that, or I still misread him.
Hamlet: This was one of those cases where, in my youth, I scoffed at the high praise heaped onto Hamlet (although I'd never read it.) Similar to the way, having read many of S.'s sonnets, I scoffed at the idea that the plays were better than the sonnets. But when I eventually made my way around to Hamlet, I discovered that it was even better than all the praise for it claimed it to be. I don't know that I would call Hamlet my "favorite," however. For me, I often have the odd experience of preferring a play, a poem, a movie to one that I know is technically better.
Back to the main theme of this thread: Goethe is another writer I've never read and very much think that I should read. I downloaded his complete works onto my Kindle sometime in the last few months but haven't managed to begin reading it, yet.
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