Although Pessoa is not one of the most difficult poets in the Portuguese language, poetry tends to be difficult in any language (even though, as you’ve noticed, ‘O livro do desassossego’ is more prose than poetry). At any given point in my life I’ll say I have a different favourite among Pessoa’s heteronyms, but I always go back to Alberto Caeiro. ‘O guardador de rebanhos’ is probably my favourite poetry book, and it’s somewhat simpler than ‘O livro do desassossego’. If you like poetry, you should look into Carlos Drummond de Andrade, who’s my favourite Brazilian poet.