Stick with it, would be my first observation. It may take a while for you to be drawn into this, and to be fair Grossman plays his cards close to his chest. The majority of the book takes place on stage with Dov and his stand-up comedy routine.
Dov bares his emotions and soul to the audience. He pays particular attention to his old acquaintance Avi, after extending a personal invitation to him. Why comedy? Well, that becomes self explanatory when Dov tells everyone what happens to his parents.
Avishai is both observer and narrator, through past and present. I think one of the most important questions is what role he plays in the story. Why does Dovaleh want him there? What will his presence change? Does Dov expect something from Avishai?
I do believe Dov wants Avi to comprehend what he did and how he treated Dov all those years ago. There is a moment during the comedy routine or rather the life monologue where Avi is once again given the choice between looking away or intervening. This decision may be the beginning of a healing process, then again perhaps it is just late justice.
Grossman reminds me of Roald Dahl in a sense that his writing reflects his grief. You can feel the pain of losing his son in his words. Even after a decade he still seems to be searching for the why of it all. This is also a theme within this particular story. Why Dov? What is the point of our existence? Why one person and not the other? Perhaps most importantly why so many of us look the other way when someone is in need or just needs some support.
This is an unusual read, one I can imagine well as a short film. It is a confession of sorts, the type that needs absolution or maybe Dov is seeking it for others. A Horse Walks into a Bar is a complex conversation full of self flagellation in the form of jokes.