You will have the most fun reading the first book of Either/Or. The book is actually the master fisherman's best hook -much like Socrates was a midwife of thoughts- to bring you out into reflection of the question at hand: Either the esthetic or the ethical life. This book and the second part is this elaborate question concerning two opposing ways of life. This first book is ironically and seductively entertaining. He deals with various subjects like Mozart, Drama, unhappiness, Boredom and finallly the seduction of young girl. If anything else, read the last two portions of the book. One of the things that I like about the way K writes is his ability to use words from other disciplines and to incorporate them into his language so beautifully that reading him is literally an excursion.
Kirkegaard is recognised nowadays as a profound moral psychologist (although Jung never liked him!). His reputation is founded on books like 'Either/Or' which deal with psychology but do so utilising other literary forms. Reading Kirkegaard you are always struck by the aptness and strength of his language. He turns a letter from one fictitious character to another into a dramatic, revelatory monologue on despair. Nor does he lose himself in technical meanings that are incomprehensible to the everyday reader a la Jung. With a little bit of time and effort I found Kirkegaard understandable and provocative. If you ever encounter despair as described, picking up a Kirkegaard book would provide an excellent framework to understanding it.