I'm a huge DFW fan. If I may make one recommendtion, do not start with Infinite Jest. It's a wonderful book, but it's not exactly a breezy read. It's totally doable, and it's not obscure, like, say, Joyce's Ulysses. But it is a long slog.
Instead, I recommend reading some if his short pieces first. It'll allow you to better appreciate Infinite Jest, and the short pieces are a little more immediately gratifying. My personal favorites are 'Good Old Neon' from gis short story collection, Oblivion, and 'A Supposedely Fun Thing I'll Never Do Again' from an essay collection of the same name.
DFW's short stories are great. But I found one huge hole in Infinite Jest: It was completely lacking hope. I'll take a long slog of a read any day if I'm not just going to walk away depressed. Gulag Archipelago was worth the read because Solzhenitsyn kept reminding the reader there was hope in humanity. DFW, well, not so much.
In the Charlie Rose interview, DFW says he expected the critical reviews to consider the book to be sad, but instead he was surprised and disappointed that the book was lauded for its comedic aspects.
So, I think you were picking up on a very intentional, central theme: the absence of hope. It's not a hole so much as it is the entire point, if we're to believe what he says to Rose.
...and it seems tired to point out his depression, suicide, etc... but listen: Infinite Jest seems to be coming from a real place inside him, and maybe you gained some insight into depression by noticing the absence of hope. My understanding is that, for the affected, depression is every bit as much like a hole inside yourself, and a symptom of depression is lacking hope.
Jesus: the very thought of Infinite Jest as a 'cry for help.' Scary. Here is part 1 of the interview:
Thanks, but your comment is so hard to follow. I've heard that interview before, and just listened to the ten minute clip you linked. Nowhere did I hear the name Jesus. What is this "Jesus: ..." thing you've got up there, a quote? From whom? Also, the Rose interview was while he's alive, so what's with "...and it seems tired to point out his depression, suicide, etc..."? Who are you ellipsising?
Or, don't be afraid of IJ, but set your expectations properly; as a coherent narrative, it's only going to start coming together in the final third of the book. Until then, read it as a series of intimate essays written from a parallel dimension.
Don't skip the footnotes. They aren't intended to be optional.
Also note that the many factual errors in the footnotes appear to be honest mistakes by the author rather than an effort to signpost an unreliable narrator. I really tied my mind in pretzels before figuring that out.
Instead, I recommend reading some if his short pieces first. It'll allow you to better appreciate Infinite Jest, and the short pieces are a little more immediately gratifying. My personal favorites are 'Good Old Neon' from gis short story collection, Oblivion, and 'A Supposedely Fun Thing I'll Never Do Again' from an essay collection of the same name.