Golgo 13 is gekiga. Think Kazuo Koike and Yoshihiro Tatsumi. Gekiga tends to be gritty, violent, and sometimes sexual and misogynistic.
Why is that fun to watch? For a few reasons. First, unintentional humor. He's fucking Golgo 13 and he never changes his expression, not when he's fucking, not when he's shooting, not when he's chasing after Princess Diana on a motorcycle and definitely not when he's just been caught red-handed with the murder weapon. I can't properly describe the humor to you, you really have to watch it and see the ridiculousness for yourself.
Second selling point is pure manliness. Golgo 13 will shoot you no matter what, even if you jump out a 30 story building he will STILL shoot you on the way down. That's just how much he cares about getting the job done.
And finally, in Golgo's own words, "..."
Anyway, just watch a few episodes. You can even skip ones that bore you. It doesn't matter, so far they're all self contained.