Proust is a marvel. I love his poetic prose, his philosophical turns and his acutely observant treatment of character which can be, in turns, tender and acidly wicked.
But he does take some getting used to. In Search of Lost Time has a clear story arc but wanders into byways where it's all too easy to get bogged down. Proust's famously long sentences also take a bit of adjustment (though treating his semi-colons as if they were full stops provides a leg up here).
In this first volume, I am particularly fond of the Combray section - I could read it forever. Swann in Love, I find tiresome. The famous "Overture" that has probably driven away so many potential readers has its joys but is best appreciated on a second reading and, in my view, should be avoided first time round.
A wonderful way into Proust is through the Naxos Audiobooks readings by Neville Jason. These are abridged to around a third of the work's length (though they still last 45 hours) and provide a beautifully accessible route through the narrative. Once you've got the big picture, you can go back and follow the byways at your leisure.