It is important that the poem opens with the information that the narrator has been reading "many a quaint and curious volume of forgotten lore," because this immediately allows us to understand his state of mind, and, at the same time, his subsequent response to the raven. If he has already been absorbed in the world of the supernatural, in the form of these books, then he is of course more likely to perceive and interpret the raven as an extension of that world. Or, put another way, he is more likely to perceive the raven through the lens of that world. The fact that it is "midnight" also suggests that he has been absorbed for quite some time in the world of his "forgotten lore," making it even more likely that he will see the raven as a supernatural agent.
There are also other indications at the beginning of the poem that the narrator's mind is preoccupied with thoughts about the supernatural. For example, he describes the shadows cast by the fire as "ghost(s)" upon the floor," and the rustling of the curtains in the breeze fills him with "fantastic terrors." This state of mind, combined with the grief he is suffering because of 'the lost Lenore," leads perhaps inevitably to him perceiving the raven as a "thing of evil," with haunting eyes that "have all the seeming of a demon's."
The fact that the narrator has been reading an old tome about the supernatural world suggests his frame of mind at the beginning of the poem. It also suggests the depth of his grief. He seems to have turned to the supernatural in an attempt to reach Lenore who has been lost to him in this world. His reading has taken him away from reality, and it is in this frame of mind that he encounters the raven that appears out of the dark night.
He does not immediately make a connection between the bird and the other world, however. At first he attempts to find a rational explanation for the raven and the repetition of his one-word vocabulary. The narrator's hold on reality does not last long, though. Soon his grief overwhelms him; he descends into irrationality and despair and only then concludes that the raven is the messenger from the supernatural world. It is the place where Lenore will continue to abide, forever lost to him.