I love Tale of Genji! If you want to know all the details on the social cues, you should pick up a copy of Ivan Morris’ The World of the Shining Prince — it’s one big footnote on the culture and social settings of the Heian era. The Tale of Murasaki is a modern fiction piece by anthropologist Liza Dalby (who also writes extensively on kimono and geisha culture) and is a little easier to digest because it’s a slightly more modern voice, not nearly so bogged down as some of the Genji translations (of which Seidenstecker’s is probably the most effective overall).
(And before any Historical Nitpickers come at me for including Tea and other historical inaccuracies… well, there’s a ‘fantasy’ tag in here for a reason. :P )