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Keeping a notebook while reading Gravity's Rainbow is not how you should be reading it; you'll inevitably be bogged down. The jazz analogy is right, but perhaps not how you mean it: it's a kaleidoscope, and the fractured lack of a coherent narrative is itself what you're supposed to get out of it. It's an experience, not a textbook.
I'd also not overly index on Gravity's Rainbow as postmodern literature, just as it wouldn't make sense to overly index on Finnegan's Wake as modernist literature. You could just as well choose Pale Fire or the Name of the Rose as exemplars of postmodernism, and those are excellent and have a highly readable narrative.
As to their value, I enjoyed those two exemplars immensely; if they bring value to your life, then they have value. Gravity's Rainbow and Infinite Jest have the unfortunate status of being i-am-very-smart books, and if read as that, you're not going to have a good time or get any value out of them.
You are entirely correct that Cormac McCarthy is unsurpassed in 20th century literature, though.
The same thing with Infinite Jest. The first time you read it, just let it wash over you. Maybe keep a bookmark on the timeline chapter when that comes up. Don't sweat puzzling out the story too much - you can always read Aaron Swartz's theory afterwards - just enjoy (or "enjoy") the characters, atmosphere, style. Also, thanks for bringing up Pale Fire, somebody had to.
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What’s post modern about Name of the Rose?
I suppose the broadness of the term "postmodernism" is one of its weaknesses, but reasons I'd argue for it:
Several people replying to you point out that the traits that you cite as quintessentially postmodern have antecedents in literature prior to the postmodern era. As ever, there's nothing new under the sun. Flann O'Brien's The Third Policeman is often called the first postmodern novel despite having been written smack-bang in the middle of the modernist era. Many of the techniques associated with experimental postmodern literature were first used in The Life and Opinions of Tristram Shandy, Gentleman (1759-67), if not earlier.
I've heard the quip than Don Quixote was the first postmodern novel.
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The characters in the later parts of Don Quixote have read the first part of Don Quixote.
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So is The Lord of the Rings, or Dinotopia.
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Some of the earliest novels were epistolary novels, framed as a series of letters written by a fictional person. This would make it more premodern than postmodern.
Postmodernism is a historical attitude more than a rigid set of textual features, even if textual features point towards or away from a book being written in a postmodern spirit. The Voynich Manuscript is weird as hell, but it's not postmodern, and good luck drawing a line between modernism and postmodernism (and some even argue that we are now in a post-postmodern era, so good luck drawing that line too).
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Hoofprints in the snow might not tell you something is a horse. But then you see a tuft of shoulder-high fur caught in the brush, then a stirrup, and then, hey, it's Brunellus.
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