After seeing this particular xkcd (which I can strongly relate to) I realized that, while I know the story of Don Quixote through parodies and pop culture, I've never actually read it. So I picked up from the library and gave it a try.
At first, I was very amused at the silliness of the language, and the fact that the antics were just as ridiculous as portrayed in any parody. But the depth of the story never really changed. There was a shallowness and redundancy to the plot that made it feel less like reading a book and more like watching TV - in particular, like watching a painfully mediocre sitcom.
Occasionally there would be long pages of what was obviously social commentary and satire on some topic from the time it was written, and before long I would skip entire chapters. It's kind of like when you watch a really dated movie that has pop culture references, you think "oh, that's commentary on this thing that happened," and shrug and move on.
Don Quixote is very straight forward, and pretty flat. There's really no change in any of the characters, and the plot devices and antics never really change, either.
When I found that the incident with the windmills happens in the very beginning of the book, and is pretty unimportant to the story as a whole, I was puzzled. But after reading on, I figured it was because very few people probably read much further than that :)
So, Don Quixote, I gave you a solid attempt! It just wasn't working out. Sorry!