Kierkegaard writes from two points of view. In the first half ('Either') he is a hedonistic aesthete, in the second half ('Or') a deeply moral man, expounding an ethical approach to life. I'm not sure either is necessarily correct, hence this post's title. I'm not sure Kierkegaard did, hence his decision to stay hidden behind the characters.
Everyone seems to turn to 'The Seducer's Diary' but I find it fairly straightforward - it's really The Game for the 19th Century. The most interesting essay is 'Ancient Tragedy's Reflection in the Modern.' He writes about what makes a character tragic rather than bad/sinful, and why Greek tragic characters arouse, as Aristotle said, fear and pity rather than contempt and blame:
"There is a sadness and a healing in the tragic that one should not despise, and when one wants, in the larger-than-life manner of our age, to gain oneself, one loses oneself. Every individual, however original, is still a child of God, of his age, of his nation, of his family, of his friends. Only thus does he have his truth.
"The tragic contains an infinite leniency; really it is what divine love and mercy are... Just when the sinner is about to sink under the general sin which he has taken upon himself, because he felt that the more guilty he became the better his prospects for salvation - in that same moment of terror, consolation appears in the fact that it is a general sinfulness which has asserted itself, now also in him."
The problem for me is, my character doesn't have a God, nation, family or friends. I suppose that makes him a child of the lack of them.