This question is right down my alley. First, bravo for desiring to read the classical Persian poets. In the last four years a friend and and I have read through a great deal of Hafez, Sa'adi, Rumi, Nezami, and others. We had a foundation in Persian from our experiences many years ago, but our interest was renewed and we've been going strong for four solid years.
In my opinion, one could reasonably tackle reading a modern Persian newspaper with a grammar and dictionary. However, I think it would be very, very hard to do this with classical poetry. Here are just a few reasons:
The great poets make great use of ambiguity, misdirection, and such. Therefore, it's often hard to know what sense of any given word is meant in a certain passage.
Metaphors are everywhere in this poetry, and they are not always easy to figure out.
The couplets (beyt) in a ghazal (sort of like a sonnet) are not connected in a tight relationship as in most Western poetry. Instead each couplet may provide a different view of a topic, so it is often hard to identify the subject, the object, etc.
Persian texts, even pretty good modern versions, are often haphazardly printed, so that word boundaries are not clear. Punctuation is either absent or inconsistently used. Short vowels and other diacriticals are usually not provided at all, or are inconsistently provided by "helpful" editors.
Persian grammar is often said to be simple, but I'd say that that apparent simplicity actually encourages a looseness and ambiguity that can be maddening until you start to be able to read the author's mind. Eventually, you learn enough about the author's way of thinking, cultural references of the time, and such that you can do much better, but it's still hard. One indication of the difficulty is how much disagreement exists among native Persian commentators about various poems, lines, words, etc.
Dictionary look-up implies having a good dictionary. I'd suggest that for classical Persian, you'd need something at least as good as the "Larger Persian-English Dictionary" by S. Haim and you'd probably also need Steingass's Persian-English dictionary. However, Steingass is too complete--with too many rare definitions for an item--until you really know what you're doing.
We've gotten different stories about Persians' knowledge of their classical heritage. Clearly Persian speakers are great lovers of poetry. However, we've had many experiences with native, educated Persian speakers which lead us to believe that many of them have trouble understanding either the classical language or the meanings of the poems or both. I'd love to hear some other opinions about this. My point is, though, that it might be hard to find a native informant that is truly capable of helping with classical poetry.
If you're going to do this, you really should start with something reasonably simple. Unfortunately, I don't know what that would be. I can only tell you that Hafez is hard, Sa'adi's Bustan is hard (though his ghazals may be somewhat easier), Rumi is hard in the Masnavi (though certain of his rubai and ghazals are somewhat easier, Nezami is hard. I think your best bet would be to get the best translations you can find for some Rumi ghazals or rubai and start there. DO NOT rely on the many versions of Rumi by Barks and others. They may be fine poems in their way, but they are not real translations. Arberry's two books of translations of Rumi's ghazals are pretty good, not as poetry, but just for the literal meaning--or at least his take on the literal meaning.
I don't know of any good romanized/bilingual/interlinear versions. Ketab.com is a good source for Persian material.
Best of luck! I'm sorry if I sounded discouraging, but you really need a guide to help you on your way. The other way would be to learn modern Persian pretty well and then move into the Classics. I actually think that would be smart, though it might not interest you. Persian hasn't changed all that much, though, even in a thousand years, so almost everything you learn in order to read today's newspaper will help you sort out the classics. And you'll surely find much more material to help you get up to speed if you use that approach.
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