On Laughing Cats and Weeping Bats

I'm currently reading a classic called The Master and Margarita by Mikhail Bulgakov from Russia.
Apparently it's a critique about Stalinism. Well, la-dee-da because with that knowledge I feel like I'm in way over my head and I every time I pick up the book I feel like I need a copy of SparksNotes to my right and never has leisure reading been so nerve-wracking for me. I feel like I'm missing out on a lot of symbolism and allegory and whatnot.
Most of the time, though, I try to relax and take it as another entertaining read, taking everything for what it is - the whole magical realism and people turning into witches and the devil coming to town as a fantasy story. And it works, except for the little voice inside my head saying that I should've had so much more background before diving into all this...