It's a different experience than
Finnegan's Wake (not that I've given F.W. more than an occasional glance). The
Agamemnon does have some coherence at the sentence level, so it's not a matter of discerning patterns out of long fragments of language. But the
Agamemnon is difficult. As J.S. Bartholomew notes, Aeschylus takes extreme liberties with syntax and uses lots of obscure words--and these are fertile grounds for textual corruption. It's generally thought that corruption began early in the history of the text, and subsequent efforts of ancient and Byzantine scholars to bring order into chaos probably did more harm than good. This is not a text that you can read continuously: nearly every sentence is struggle. You can take some consolation in the fact that you won't be alone in your strenuous efforts to make sense out of the text--the density of modern commentaries such as Denniston-Page and above all Fraenkel, and their frequent disagreements, demonstrate that those who have spent their lives studying ancient Greek and have risen to the highest ranks of scholarship have nearly as much difficulty explaining the text as you will.
The
new Loeb edition by Sommerstein is good, and you can use the translation to help you along. (Be sure and get the new Loeb, though.) But you'll also want to equip yourself with at least one commentary if you want to really engage with the text, because you will need a lot of background information you won't find in the text itself. Denniston-Page is older but still serviceable, and you may be able to find less expensive used copies; a newer commentary by Raeburn and Thomas aimed at a somewhat less advanced level might be more helpful to you. The Loeb text doesn't have an extensive critical apparatus--you can find that in the Oxford Classical Test edition by Page or the Teubner by West (in Latin), although the commentaries mentioned above have a critical apparatus reproduced from the OCTs, if you're interested in that--but the commentaries discuss textual issues in English, anyway.
http://www.amazon.com/Aeschylus-Agamemn ... iston+page
http://www.amazon.com/The-Agamemnon-Aes ... greek+text
If you're interested in reading more broadly in tragedy, my experience is that the progression in order of increasing difficulty is exactly the reverse of the generational progression: Euripides is easier than Sophocles is easier than Aeschylus, so you might want to start with the
Medea or the
Bacchae, for which good commentaries are available. Again, be sure to get the
new Loebs of these (and, wherever possible, other) authors.
Good luck!