You can read all the books about Shakespeare you’d like, take tons of classes, but on top of all that the way to be an expert on the Bard is to read more of his works! There’s no better way to learn about how he uses language than to see it in action. Many literary and storytelling devices are found in multiple plays, and when you find it multiple times you start to realize WHY it is effective dramatically, rather than just recognizing that it is.
Now remember that Shakespeare didn’t write his plays so that people could read and study them. They are PLAYS to be PERFORMED! So go out and SEE them! When there’s one playing near you: go see it. If you come across a movie version that’s new to you: rent it. Even finding an audio-book version is better than nothing. These words were meant to be spoken by one and heard by another. Shakespeare wrote for live theatre, not novels.
Now before the academics kill me, I will say that there’s nothing wrong with reading Shakespeare’s works and studying them, dissecting them, discussing them. It is in fact essential to do this so that you understand it while you are involved in the production of a play. But just don’t forget that it is a piece of theatre and you’re missing much of the meaning if you don’t go out and see it. Bite me, Harold Bloom.