Intentional Ambiguity
Probably the worst mistake that you could make when reading Stevens is to think that you know exactly what a line means. Most of the time, his lines can carry several different meanings—just look at the confusing whopper of a line in this poem, saying that the jar was "tall and of a port in air" (8). Sure, you can spin his lines to what you think is the best meaning for the poem, but if something seems a little off, don't ignore it. Even if your interpretation of an ambiguous line is leading you down a wrong path, we're willing to bet there are some interesting sights along the way, which Stevens mostly like fully intended you to see.
Now, we admit that this seems pretty puzzling to most Stevens first-timers. Why would anyone try to be obscure, or difficult? Like, come on! Why not just say what's on his mind directly? While Stevens himself would likely not agree that he's trying on purpose to throw us off, we think that he would agree that one of the supreme pleasures of art is that it activates our imagination.
And what better way to do that than by inviting the reader into the poem to consider possible meanings and interpretations? In short, Stevens' poetry does something that very little else in our faced-paced, disposable culture does today: it makes us think. And thinking is… uh… good. So, read Stevens with a mind that embraces ambiguity and the unclear, and you're going to have a much more fulfilling, and much more thoughtful, experience.