YANBU. I absolutely love nineteenth century novels and must have read well over 100 of them, but they can be hard to read, especially when you are not used to them.
Not enough room here to go into detail on all of them, but my thoughts on the best known authors are below.
Dickens: I am currently having a bit of a Dickens fest - having decided last a Christmas to re-read all his novels. They are definitely an acquired taste and it took me a bit of time to get back into the swing of the style. It's the detailed descriptions, and the sentences that go on for half a page that put people off, but there is some beautiful language as well as the complex plots and great characters. I've read all the novels except for Pickwick Paper, which I started years ago but couldn't finish. I am hoping to do so this time around. Hard to say what my favourites are: probably Bleak House and A Tale of Two Cities, but I'd recommend anyone wanting to try one for the first time to start with Oliver Twist.
Jane Austen: I first read Pride and Prejudice when I was about 10 and thought it was the dullest book ever. A few years later I studied Persuasion for English A level and immediately fell in love with it and read all the rest, which I also love. I re-read all of them from time to time.
Trollope: The Last Chronicle of Barsetshire is one of my favourite books but he wrote masses of good ones, some very typical of him and some quite unexpected. I love his style and find him probably the most accessible of all his contemporaries. I re-read my favourites every few years.
Hardy: love most of them, but yes Jude the Obscure is depressing!
George Eliot: Silas Marner is another book I tried to read too young. I now love it, but it can't be denied that it gets off to a very slow start. I've read them all and Adam Bede is probably my favourite. Her language can be a little inaccessible at times because of the dialect.
Brontë sisters: these are the ones I struggle with the most. I so want to like them, but I really don't much. I like to like my heroes and heroines and I don't much like anyone in Jane Eyre and definitely not in Wuthering Heights. My favourite is The Tenant of Wildfell Hall.
Dostoyevsky: I struggled to get started with Crime and Punishment at first but it was well worth it! I didn't like any of his others as much, but I confess I don't remember them very well. Perhaps they need to go on the 're-read' pile when I've finished with Dickens!
I think there are a lot of references in classic literature that we don't understand these days but which their writers took for granted. That's why it's often better to use something like Penguin Classics, with useful footnotes to translate the Greek or Latin, and to explain references to people who were presumably well known at the time, or to other literature and the bible. When reading Dickens I have been having Google maps open and I zoom in on various parts of London. Its fascinating to imagine how small London must have been in those days!