His opinions, insights and deconstruction of other writers and literary works are also pretty eye opening, even though I come from a hard sciences background, if only to understand what someone so ridiculously well read has to say about those things. His general musings on life, modernity and culture are also pretty great.
The best place to start (in my opinion) is with This is Water, his commencement address to the incoming class at Kenyon College back in 2005:
https://fs.blog/2012/04/david-foster-wallace-this-is-water/
It's a great read, but it's even more enjoyable listening to him deliver it: