tilting at windmills

For years I have wondered what the phrase 'tilting at windmills' means and where it comes from.

Recently I listened to 'in our time' on Radio 4 where they discussed Don Quixote for an hour, mentioning again and again how he 'tilted at windmills', and how this was a manifestation of his insanity. I grew more and more frustrated because of their assumption that I knew what the phrase meant. Well, now, thanks to the world wide t'interweb, I do. In case you also need to know, here's the definition:

'To tilt at windmills is to confront and engage in conflict with an imagined opponent or threat. The idiom alludes to Miguel de Cervantes's Don Quixote, a popular Spanish novel written in the seventeenth century. The title character, Don Quixote, attacks a group of windmills with his lance at full tilt (poised to strike) when he mistakes them for a group of ferocious giants.'

My quest for knowledge continues. I must now read Don Quixote. Has anyone read it? is it any good?