1. Try watching the movie first.
I think this could almost go for any book if you struggle with plots and characters but seeing as so many classics can be so difficult to follow, I suggest, getting the movie. Obviously, you don't have to. I haven't done it with all of them but if you find yourself really struggling to follow it, watch the movie. I can assure you pretty much every classic has been made into a movie and many of them have several adaptations to choose from. In my experience watching the movie will just make it a whole lot easier to follow.
2. Don't rush
One of the worst things you can do is try to rush through a classic. They need time, you need to be able to adapt to the style and keep track of the onslaught of characters that you'll probably be introduced to in the first few chapters. I tend to read them slower and slower is better for them to sink in, in my experience. I even usually go over some parts a couple of times to ensure it's in my head okay.
3. Start easy
Start easy with something short, don't dive straight in to the deep end with all 974 pages of David Copperfield, start with something small and maybe only a couple hundred pages long. Just test out the waters a little.
4. Learn what you like
Reading classics is going to be a lot easier once you learn which types you like, this might take a good few classics first but once you find out what you like and what you don't. Stick to it, don't waste your time and energy on books you won't like. It's going to be more enjoyable once you know what you like. I, for example, like the romance classics so I tend to stick with the Bronte sisters or Jane Austen. I also usually like Charles Dickens.
5. Read them for enjoyment
Don't read classics because you feel inclined to, or pressured to. There can be a big stigma about that fact that everyone has to like classics because they're classics . That isn't true, if you don't like a classic then don't read it and don't pretend to like it because everyone else does. I hate Wuthering Heights and I actually read it because some many people use it in their books as a comparison thing so I wanted to see what every one was on about but I hated it. I was so confused and I hated Catherine but for a long time I kept trying to read it because the characters in my books loved it so I have to too. Eventually I gave up because I couldn't make myself enjoy something I didn't enjoy. I had no motivation whatsoever to read so I gave it up and moved on. It's okay to not like it.