The Bible isn't a book that one can read and "get it" on the first pass, or even the first
few readings. It's something that needs to be
studied.
@MatthewG recommended getting a good study Bible. I also like what
@Robert Gwin wrote about using multiple versions of the Bible. Great advice from both members. Even though I'm Catholic, I also have a good (Catholic) study Bible, filled with footnotes, cross-references and commentary. Also, there are some decent websites that are helpful when it comes to translations.
One thing about studying the Bible is to
take your time. Some days, you might be able to get through several Chapters. Other days, you might get stuck on a passage, a verse or even a word. Some people highlight the passages that resonate with them. Others use post-its or even start a Bible journal for their own questions and/or comments.
Remember, there are some Bible Scholars--those who make it their
life's work to study and interpret the Bible, who still don't understand all of it. So, all in all, don't be too hard on yourself.