“The Dead” is the last story in James Joyce’s collection “Dubliners.” It is one of the great short tales of the 20th century. The Irish author wrote it before he would, with “Ulysses” and “Finnegan’s Wake,” remake the novel. It is the perfect entry point for readers seeking to meet the master on more forgiving terrain. For New Yorkers looking to encounter Joyce, there is an immersive play, “The Dead, 1904” — opening tonight — on Fifth Avenue.