Burgess reputedly disliked the American edition's inclusion of a glossary. I'm in partial agreement with that.The right way to read it is to let the language flow over you, and you gradually start making sense of it. The glossary is useful in demonstrating how brilliantly constructed the Nadsat language is, especially the words derived from Russian: horrorshow from khorosho, good; lewdies from lyudi, people; and starry from starei, old.
I disagree with much of Burgess's politics,but his use of language was masterful.
Quite a bit of my favorite sci fi is written like that. If you stop to try and figure out exactly what every sentence means, you are missing the experience and probably won't finish.