Have you ever read Don Quixote?
There are no secrets encoded in this book. It was conceived as a satire on the chivalry books that were in vogue at the time. Over the centuries, Don Quixote conquered audiences all over the world. It has withstood the test of time. So much so that today it is read more than the books he satirised.
Cervantes recounts Don Quixote's clumsy intellectual sophistication that makes him perform maddened acts on a meaningless journey. And he values the popular culture of Sancho Panza, a man who always finds a popular saying to support his simple and useful decisions.
Everyone pays more attention to the protagonist than to his squire. The refined irony is evident, as readers should identify more with Sancho Panza than with Don Quixote.
Another important thing is the distinction that can be made between Don Quixote's journey for himself and the way in which it is perceived. For him, his meaningless journey has a deep meaning. For the reader, his meaningless journey can have different and important meanings. So what seems like irony turns into sarcasm disguised as philosophical seriousness.
The biggest problem, I suppose, is that readers of Cervantes nowadays see the work through the eyes of a certain "book-reading tradition" made by specialists in literature. But what experts say Cervantes said he may not have said. You have to read the book without the filter of that tradition to see what's there.
In this sense, we can say that Don Quixote suffers the same curse as Faust. The excess of academic study of Goethe's work distances and scares the reader and prevents him from seeing that the real tragedy is not the contract made between Faust and Mephistopheles, but the contract that was previously made by God and Mephistopheles without the character's knowledge.
Don't be sad if you are unable to understand Cervantes' irony. Each culture has its own way of creating and perceiving ironies. In Brazil, for example, much of English and American humor is historically and culturally invisible.