I certainly agree that Lolita is the best work of Nabokov. For _Pale Fire_, it's a weird narrative, and I think for the first read, linearly going through the book, first the poem, and then just enjoying the story in the commentary is the easiest way to go. Think of it as a mad man trying to tell you a story, while referring to various far-fetching clues hidden inside a normal poem.

> The poetry felt like satire to me

The commentary is completely twisting the meaning of the poem, so there's a strong mismatch between what Shade wrote and whatever the hell Kinbote was thinking. If you try to understand the poem from the point of view of the story, it might seem that the poet was writing very weirdly about the story, when in fact, it was Kinbote who made up all the far-fetching links.

If you think of the poem as its own thing that is not related to the story told in the commentary, just simply a long poem, by Shade and about Shade, it will make much more sense.

Anyway, that's just my read. It's certainly a strange enough book that there are plenty of mixed ideas of how to read it.