The two books that helped me become a good reader are Gulliver's Travels and Ulysses. As an American, I feel that my sense of irony was profoundly stunted before reading the Irish writers, and it is Swift who taught me, through Gulliver's hilarious fanaticism for the houyhnhnms, that what a narrator says is often directly contrary to what might be called the "authorial voice." So Gulliver's absolute devotion to the completely rational, unfeeling houyhnhnms is really an expression of Swift's disdain for enlightenment ultra-rationalism. The expression of a view by language usually signifying its opposite is the primary definition of irony.
This idea of the distance or proximity of an author's sympathies to those of his characters helped me to move on to writers like Joyce. In fact, the whole stream-of-consciousness mode of writing can be understood as an authorial voice identifying entirely (or almost entirely) with that of its character. One can think of the technique as the extreme limit of free-indirect-discourse, which is common to novels as disparate as Madame Bovary and the works of George R.R. Martin. This technique is often thought of as "narrating from over a character's shoulder"; stream-of-consciousness is narrating from even closer.
Joyce is capable of moving back and forth from what is almost first-person narration to the third-person omniscient author god who treats his characters with irony, and who parodies and distorts many previous modes of narration. The fun is in following these removes and the varieties of forms in which they arise. An understanding that an author is not his narrator and a narrator is not his characters is really helpful in reading a lot of "literary" fiction, from Don Quixote to *Lolita."
A great book of theory that helped me is Mikhail Bakhtin's The Dialogic Novel.