Pale Fire and Lolita only have a handful of characters. If you have time this summer, I recommend reading Lolita. It's more than just a novel about a perverted obsession.
Of if you just want to dip your toe in the waters, he's written some marvelous short stories. The Visit to the Museum, The Assistant Producer, The Admiralty Spire, and Lik are four favorites of mine.
Same with (Zaschita Luzhina) Luzhin's Defense / The Defense
I also recommend "The Eye" and "Laughter in the Dark". My favourite writer along with Kundera and Lem (does it give me away as a Central European?).