Good choice, Nabokov placed Kafka's Metamorphosis second only to Ulysses as a 20th century novel (as of 1965):

http://lib.ru/NABOKOW/Inter05.txt

My greatest masterpieces of twentieth century prose are, in this order: Joyce's Ulysses, Kafka's Transformation, Biely's Petersburg, and the first half of Proust's fairy tale In Search of Lost Time.

Nabokov's lectures on all those writers were published as a book, and it's very good.

What is it called?

I forgot that they were split into two: Lectures on Literature and Lectures on Russian Literature. They're all terribly entertaining.

Please also give it a try and read Gogol's "Dead Souls". I don't know how to explain it, but I think is the book that best explains the 20th century (even though it was written in the 1840s). Yes, Gogol was that good.

Dead Souls, absolutely, but also the stories (The Nose and The Overcoat, at a minimum). Gogol is a one-of-a-kind genius. He is one of the funniest writers who ever lived, poignant, and utterly insane in the purest Russian way. He had an enormous influence, all of it good. I love Gogol!