Begin at the beginning, in order, with the prologue and the first ten chapters of Part One: the gentleman who reads until he loses his wits, the inn that is a castle, the library condemned to the bonfire, Sancho and the insula, the windmills and the Arabic manuscript. In ten chapters the book lays out the whole problem.
It is possible to read Part Two without Part One, but the pleasure is lost. Part Two exists because the book is already in circulation: the bachelor brings the news that the story has been printed, the dukes have read it and stage their pranks based on it, and the gentleman and Sancho appear as readers of themselves. Whoever skips Part One reads these characters without knowing what they have read.
There are other doorways for those with a reason. To teach a course or to record one, chapters XLVII to L of Part One, in which the canon of Toledo and the gentleman discuss what proves that a book is true: form and verisimilitude on one side, royal license and the applause of all on the other. To see the book looking at itself, chapter III of Part Two, in which the gentleman and Sancho discover that their story is already in print. To learn more about the author, Cervantes's life.
A good plan is the 16-week schedule, at about 11 pages a day. Two things help: keep in mind the names of Sancho Panza, Dulcinea, Rocinante, and Dapple, which is Sancho's donkey, and do not be alarmed by the long chapter titles, which Cervantes wrote and which sometimes mislead. The novellas embedded in the inn, The Curious Impertinent and the captive's tale, are the part that takes the gentleman furthest from the scene, and it is worth reading them as a second idea of the book.