The Crying of Lot 49 was confusing. I don't say that as a pejorative, but a simple statement of fact. Although it's Pynchon Lite from what I hear (certainly lighter than the 800pp Gravity's Rainbow), it's still an exercise in maximalism and absurdity, full of inside jokes, historical references, and weird names.
The plot, as far as I can interpret it is this: Oedipa Maas, happily married post-modern woman, stumbles across a worldwide conspiracy that may or may not involve the government and every person she has ever known (including her disc jockey boyfriend). Actually, the conspiracy may not even exist. It centers around an auction (The auctioning of Lot 49) and a symbol resembling a trumpet. Also, the postal service and a play that is written out in play format about halfway through the book.
I'm sure Crying is a very good book if you study it. It was entertaining and fairly amusing even when I didn't. Still, the lack of resolution and the distance created between the reader and the characters reminded me of the first third of Cosmopolis, and my uninformed opinion about Crying is similar: It's a good book, maybe even very good, for those who are drawn in enough to draw out the references on top of references on top of everything else. The writing is strong, the story is interesting, and I didn't care for it a whole lot.