Reddit reviews Nabokov's Pale Fire: The Magic of Artistic Discovery

You can get a lot out of it without one. I think I mentioned I read it cover-to-cover twice in a row. The second time I had the pleasure of figuring out one or two of the puzzles on my own.

Later I picked up this by the world-renowned Nabokov scholar Brian Boyd.

But I recommend reading the book itself first a few times. Otherwise it's like seeing the answer key to a puzzle before you have even tried to solve it. You can go, "Oh yeah! That's clever!" but you miss the joy and satisfaction of discovery.

You should read Brian Boyd's analysis of Pale Fire, it really gave me an insight into some of the crazy depth of the book (plus fulfilled the tinfoil itch that /r/asoiaf has given me).