Everytime I read it I gain more insights. I absolutely recommend reading this book alongside a readers guide which gives more background and depth, there are many biblical, historical, and author-related references that won't be understood otherwise. The author's own life is massively relevent to the events of the novel. I recommend this guide:
The latter argued that, contrary to a common notion, Woland is emphatically not the Devil. I did not get far in trying to understand it, but this and the similarly non-understandable commentary really took away some fun out of reading the book, because I constantly felt I was too stupid to get it.
Reading commentary is good, but maybe on a way lower level than literature professors trying to make a name.