You're quite right about this. One of my professors said that Shakespeare may have coined about ten thousand words. He is also rumoured to have used about fifteen thousand words, which is quite remarkable. I don't think I know that many even in my native tongue. People, in average, usually use about five thousand maximum.
His style is a little difficult to follow, as was mentioned before. But when it comes to Shakespeare, sometimes you really have to read the original. It's really sad that our education doesn't include older variants of English, though, because a lot of puns and rhymes no longer work in modern English, but they do work in Elizabethan English. It's incredible how language changes.
Anyway, back to the topic, Shakespeare's works. I must admit that King Lear and Macbeth are my favourite plays. There's something... special about them. https://phdessay.com/free-essays-on/raisin-in-the-sun/ is about literature and great free essays on "Raisin In The Sun". I found quite to my liking is Taming the Shrew, which I now always associate with the musical "Kiss Me Kate." I'd enjoyed Richard III as well. Romeo and Juliet not so much. It was on obligatory reading list when I was in high-school, so that might be why. I really disliked my teacher.
Wow, I didn't know people use almost 5,000 words. What I wanted to point out is that I did some research and Shakespeare actually invented so many lexemes. We barely speak his language every day. My cousin - doctor of literature - confirmed your opinion. Impressive!