If you're reading a recent comic book, changes are that you will understand all or most of its examples of literary allusion.
The problem arises when you are reading older works. You are not steeped in the culture in which that book was written and you might not even realize that an allusion is being made at all! A classic example is Jane Austen's "Northanger Abbey," which is a satire of the gothic novels that were so popular at the time. For instance, there's a sign where the heroine finds a mysterious paper in a wardrobe. When she finally has enough light to see, it turns out to be a laundry list! Contemporary readers would have recognized a similar, but "sinister," scene in a popular gothic novel.
In these cases, annotated editions are your friend! These will helpfully explain all the allusions, translate lines written in foreign languages, even explain that different kinds of, for instance, carriages.