Wallace was a masterful writer of short fiction, and I think IJ is best read as a (very) long series of short pieces with much that interrelates them.

Past a certain point on my first successful read through, maybe ~300 pgs in, I started realizing that, with very few exceptions, the more abstruse, boring, or frustrating the vignette, the more powerfully it ended; and at that point, I couldn’t put it down. So, in my opinion, skipping around would not make it more fulfilling, and would certainly not make it make more sense (and I do think it would be easy to understate how much they do compose together into a functioning plot for the novel). I could only advocate cultivating an appreciation of the individual vignettes themselves as more-or-less complete short stories.