Before reading: The Master and Margarita, Mikhail Bulgakov
You should read: Faust, Johann Wolfgang von Goethe
Bulgakov isn’t trying to pull the wool over anyone’s eyes. He begins his most famous novel with an epigraph from Goethe’s Faust that reads “‘…who are you then?’/ ‘I am part of that power which eternally wills evil and eternally works good.'” The asker, of course, is Faust, and the answerer is Mephistopheles. Bulgakov mines Goethe for both his most elemental themes (man’s search for knowledge!) and some elements of the book’s mythic structure. This novel is packed full of allusions and references of all kinds, and a modern reader can’t hope to catch all of them without careful study — so Faust is a good start. Also sampled here: Gogol, Dostoyevsky, and of course, the story of Christ.