If, as a non-initiate, you stop and try to understand it, James Ellroy's writing style will have you completely bamboozled. The way to approach it is to barrel through it at a hundred miles an hour - that's the pace it was intended to be read at - and eventually everything will start making sense by itself. Even if it doesn't there is still something exhilarating about the way James Ellroy writes: it's a guilty pleasure, and Black Dahlia features some of his best writing. If after a while you really find yourself struggling, just google on "Ellroy Glossary" and you'll pick up any number of fanzine crib sheets.
Once you get the hang of the Ellroy idiom it's quite addictive and you even start talking like that yourself a bit. Which is embarrassing.
As with all Ellroy novels I've read, in Black Dahlia the streets are mean, the characters morally bankrupt, and the plot so byzantine as to implicate every one from the chief of police to some Mexican pornographers. This is very much Ellroy's world view: fundamentally we are all ugly, and the worst of us are the ones who pretend we're not. It's very Thomas Hobbes, actually.
The plot scenario is very similar to L.A. Confidential - two cops with a strange interpersonal relationship and a common squeeze on the hunt for the perpetrator of a dastardly crime. But while the crime is much more brutal, the book itself is not so dark. Sure it isn't Ogden Nash, but it (and especially the Ellroy Lingo) frequently had me sniggering as I read. Maybe I'm just desensitised to Ellroy's morbid style.
I think the danger with Ellroy is to read too much into it; the patios is so convincing it is easy to mistake this for something deeper than it is: like Quentin Tarantino, Ellroy is the first to admit his art really is pulp fiction, despite what the critical luvvies say.
But look, bottom line, it's a cracking read, and that's all you really need to know.