I have not had this much sheer fun at a Woody Allen movie in a long time.
The very positive NYT review by A.O. Scott is here, but I would go into the movie, as I did, without really knowing what is coming. I think you will have more fun that way. Then read the review when you get home to find out extra bits, like the real-world identity of the tour guide at the Rodin museum.
Some knowledge of the cultural figures who hung out in Paris in the 20s is helpful but not necessary. Seeing the movie in downtown Ann Arbor with a very knowing and appreciative audience enhanced the experience.
Aside: is it me, or is the fiance dressed and made up to look as much like Scarlett Johansson as possible? Presumably Scarlett was not asked to do the part because she is not good at playing a jerk yet her presence seems to be missed. And I am not the only one who noticed!