When you read a traditional book you start at the beginning and the sense of the structure of the story partly comes from the physical book in your hand. You know how close you're getting to the end and that informs your understanding of the significance of events. That sense is gone when reading a book like this, since you are constantly moving back and forth through the book.
One of the problems this causes is that it is hard to gauge exactly how far you might be through the narrative. Naturally, your yardstick is your understanding of the original play, but given the digressions from the original storyline, or the text's tendency to expand or contract different aspects of the story, the ability to judge the narrative is difficult. This is exacerbated by the fact that there are sudden, unexpecteded endings, given certain reading choices.
In the end, the way I handled this, just to ensure I had a good grasp of how much of the book I had read, was to start marking off section numbers as I read them, then I marked off links at the bottom of each section as I followed those. I also used multiple bookmarks to get me back to sections when a reading path led me to an unexpected end. Naturally, this is not necessary - it's the action of someone determined to get through as much of the book as possible - but I realised I needed to do it if I wasn't to fall hopelessly into a confused and repetitious reading pattern.
I guess the problem comes mainly if you're concerned you're going to miss something. If you merely want to dip into the book, this isn't a concern.