Most books tell you the modern meaning of Shakespearean words. It's a bit like learning another language. You'll just have to remember stuff.

You'll just have to learn it, my dear. Most decent books make notes on key phrases that are difficult (if not impossible) to understand. Aside from a Shakespeare or English teacher, there are very (very) few people that readily understand his writings because the language has changed so much since those days, and sadly, many people don't study his works.

Study Early Modern English.

well, firstly, shakespear writes in old english spoken during he's time....try using this website: http://www.oldenglishtranslator.co.uk/ to translate the old english words to modern english...I learnt shakespear stories at school, and yeah! they were hard! you can also search on websites like wikipedia to understand what the story is about i.e: romeo and juliet etc.

Hi here is a sample essay on Shakespeare's Macbeth http://www.italki.com/knowledge/page/SAMPLE%20ESSAY%20ABOUT%20SHAKESPEARES%20MACBETH.htm May I also suggest that you watch a film version of the play you are studying with subtitles.