It might be a good idea to read some Cliffs notes or online synopses of whatever play you're contemplating seeing.
Shakespere's English is archaic. It's often difficult to sort through the rhetoric. There is a lot of humour, jokes, puns, word-play, allusions, historical and contemporary references, that we moderns are likely to miss completely. There are lots of expressions we no longer use, and words that have changed meanings.
If you really want to appreciate Shakespere's genius, you have to watch through the eyes of a 16th century Englishman.