Pale Fire is written as a scholarly annotated poem by a dead poet. The "author" (Charles Kinbote) is a scholar neighbor of the dead poet, Shade. It consists of an introduction by the author, the 999 line poem and the commentary of the poem. The introduction gives you a clue that there is something else going on here. The "author" is very full of himself, and feels overly impressed that he is friends with Shade. The poem itself is a very basic, juvenile work. Nothing that would be really "good" on its own.
The commentary seems to have nothing to do with the poem. The "explicator" uses minor bits of information in the poem to go off an a tangent about something totally different. There are a few main stories. One is about a King that escapes a fictional country. Another is about an assassin that is attempting to kill said King. The third tangent is somewhat more related to the poem and involves the life of Shade and his family and the relationship of Shade to Kinbote. The stories gradually become more intertwined, leading to some possible interrelations. Perhaps Kinbote is actually the King. Perhaps the murderer was trying to kill the King, rather than Shade. Maybe Kinbote is just a crazy stalker who has been much too obsessed with Shade and unable to accomplish significant scholarship on his own.
On one level, the work can be seen as a deep satire of academia. The Kinbote takes himself way too seriously and comes up with detailed interpretations that would be hard to justify based on the merits of the text. (Many long bits of commentary are related only in that Shade had written bits of the poem at the same time another event happened.) Even sections that may be somewhat justified are more highly influenced by the life of the commentator than the actual poet.
On another level, the use of a poem provides an innovative way to tell a "hypertext" story. Different sections can be followed back and forth to unearth the intertwined tales. They are a fiction wrapped in another fiction, making it open to many possible interpretations. I am not sure weather the fictional country is "real" in the universe of the story or if it is in fact made up in the mind of the "author." This opens many possible interpretations of the work.
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