Reading Mrs. Dalloway is like trying to hold water in your hands---just when you think you've attained an understanding of what's going on, Woolf's prose takes flight in a completely unexpected direction and you find that the semantic meaning has seeped through your fingers.
Maybe I exaggerate. I wasn't completely baffled by Mrs. Dalloway in the way I was, in high school, by The Sound and The Fury. I could make out what was going on most of the time. Woolf swings from perspective to perspective with reckless abandon, which makes for a riveting reading experience when you can follow the action. Woolf writes that the power of age is "the power of taking hold of experience, of turning it round, slowly, in the light", but I think this could just as well describe the power of her writing style. She shows you an event from one perspective, then another, and reveals more about it that way.
She glides from perspective to perspective, from metaphor to absurd extended metaphor (one, beginning with "The solitary traveller", takes around two pages). At times, this leads to beauty. Other times, it leads to complete and utter confusion.
"How Shakespeare loathed humanity---the putting on of clothes, the getting of children, the sordidity of the mouth and the belly! This was now revealed to Septimus; the message hidden in the beauty of words. The secret signal which one generation passes, under disguise, to the next is loathing, hatred, despair."