The best way to appreciate this long and fascinating poem, really a novel in verse, is to just let it wash over you. Don't try to get caught up in the story, for Byron won't let you do that; don't try to figure it out, for Byron doesn't want you to do that either. Just listen to the man converse with you and enjoy his playful talk - that's why he wrote it, and that's what it's for.
For those who are otherwise unfamiliar with the work: Don Juan is a young Spanish nobleman who falls into a love affair at 16 with a married woman. To avoid being killed by her husband, he flees the country. Traveling by ship, he is shipwrecked and rescued by the beautiful daughter of a pirate. Her father finds out about their affair and sells Juan into slavery at Constantinople. Purchased by the Sultan's wife, he is expected to serve as her boy-toy, but again escapes. He is then caught up in war, and then makes his way to England, where he finds himself amid high society with three different women interested in him. At the point where Byron's incomplete text ends, he has yet again fallen into another love affair.
Where would Byron have taken him after that? Who knows? All we can be sure of is that there would have been many affairs with many lovely women yet to come.