I finished reading this last night and have to say I was gripped to the end. It's a very surreal thriller, but worth persevering with as the narrative swoops and swerves with a lot of vigour and pleasure.
Importantly, I felt a real sense of compassion and interest in the characters - all their foibles and quirks - but especially for the intelligent way in which the novel dealt with conceptions of normality and madness. For this alone it is worth reading.
I would also add that although the phrase "the dying of delight" presents itself from the start - it's the title! - it was only when it occured in the narrative that I was struck by a particular thought. I couldn't get out of my head the character of delirium from Neil Gaiman's Sandman novels: Delirium, who used to be Delight. The connection stuck with me through the rest of my reading and somehow really helped me understand the experiences of Edna and Silver.
When I got to the end Cloud asked what it was about and I replied sex, drugs, madness, the ecilpse and gender identity. I think he was intrigued enough to pick it up (and I will certainly encourage him to do so!) This is a very fine debut novel.