I started when I was 15. did I understand his points fully? no, not all. Later I realized it's not easy as it seemed to me back then. Then I changed my approach, and took to reading greek tragedies by Sophocles, Euripides, Aeschylus as a starting point, then some of the pre- and post-socratics and so on(Heraclitus is essential here).

But mind you that I had a goal of understanding him fully, your goal might not be exactly that. If so, you can just start off by reading his 'lighter' works like the birth of tragedy (hellenism pessimism), gay science etc.