I'm a little bummed. I love Dick's short stories, but this just sort of fell flat. It came together in the end; it just didn't feel the same as some of his other work.
Third time is the charm for this one, apparently (at least for me). If you loved The Hobbit and The Lord of the Rings and are looking for more of the same, this is not that book. It's very much a history, that reads a lot like a textbook, albeit of a fantasy world. I would suggest, if you're struggling, listening along with Corey Olsen's podcast of the book (tolkienprofessor.com). It's a group discussion/lecture that goes chapter by chapter. The best advice was not to worry too much about remembering everyone's many names, but just pay attention to what they mean at the time they're given/taken. Also, the trees and index of names in the back are incredibly helpful when you're trying to keep Feanor, Fingolfin, Finrod, and Finwe separate (to give just one example). Still it's a masterwork and well worth reading if you love Tolkien's writing and the middle-earth mythos he created.