Regarding the longest primary texts:

Hawthorne:
Generally, Hawthorne's texts are quite readable, with a fluent, though somewhat aged, formal style (remember how old these texts are and what people read back then...read through Bunyan's Pilgrim's Progress for a taste). The focus with his texts will lie on unpacking the very very dense concepts and strategic relations he sets up in his texts, how characters and topics interact, overlap, and struggle. Think about his view of the past, what America's history contributes to its present, and how this relates to the other authors' views. He is quite clever, and you may want to think back to his texts or just take a look at passages that confused you after you read the other authors.

Emerson:
Is he an author, is he a philosopher, are his texts essays, inquiries, fictional works? Don't worry, many smart people have wasted much ink on these issues, so just read him and try to remember as much as you can. I personally found him to be one of those authors you just have to take notes with, because almost every single sentence is an own aphorism. Though he reads a lot like philosophy, don't expect one whole, complete, structured theory. He himself constantly complained of being too inconsistent, always a short burst, then nothing.
If you get too confused, take some time to look at the link regarding Transcendentalism, and remember the times and theories that Idealists and also Transcendentalists were reacting against (Rationalism, Industrialization, etc...). Many of his notions are tied in with earlier theological and philosophical contexts, he also relates closely to Carlyle.

Thoreau:
All right, Walden seems like a pointless, chaotic enterprise. Still, remember that Thoreau often writes tongue-in-cheek, and that even if you don't remember the exact details of every chapter, you can understand WHAT he is doing: how does he transform the experience of nature from, let's say Wordsworth? Does he only describe things he sees? What happens after he sees the surfaces in nature? How does his writing relate to what Emerson said?

Whitman:
Most importantly: have fun and enjoy the ride. Read out aloud (helps with many of these authors), and don't hold back with associations, be they political, philosophical, or sexual in nature (yup, plenty of naughty things in Walt's texts). Read Longfellow to see the revolution Whitman represents, and think about how close he still is to modern poetry. Take a walk up to the Seidelkreuz or the Frauenberg through the woods and sing him aloud.

Melville:
This novel only resurfaced in the beginning of the 20th century...and for good reasons. His contemporaries declared Melville insane, his novels were forgotten or abridged into kids' adventure tales when really Melville realized one of the most daring experiments in the English language, in one row with Sterne, Carlyle, and Joyce. There are few novels as multi-layered, polyphonic and polyvalent, complex and catching as Moby Dick, and, trust decades of exegesis, Melville read A LOT, so his references are plentiful and in-deepth. He wrote as much about writing and the human conscience as he did about whaling, as much about the human existence and epistemology as about wooden legs. Still, here's the good news: you will understand the novel. Even if you don't dive into the latest queer studies essays published, you will get more of the text than you think.