There's a fantastic adaption of King Lear with Ian McKellen and Sylvester McCoy that was my introduction to Shakespeare and I've loved his works ever since.

If you can find this somewhere, it's worth a watch - https://en.m.wikipedia.org/wiki/King_Lear_(2008_film)

Watching and having a footnoted edition with added context will help massively.

David Crystal is also a proponent ofShakespeare in Original Pronunciation, which can drastically alter context, rhyme schemes and puns that would otherwise go missing.