I don't remember much of the plot but I do remember it was only 2 or 3 pages long and there's absolutely no way of understanding much of anything until you read the story again. Then everything was clear. Actually, the gist of the story was exactly that, there were no way of understanding it the first time you read it. I'm pretty sure it's from one of these great writers: Bradbury, Clarke, or Asimov. I read it in the '80s. With this small info, I know this is a long shot, but if you read it you'll surely remember this masterpiece. I think it occurs in a normal room and only a man (or was it a devil) is involved. May be a box was mentioned in the story, but I could be wrong.
This fits some of your parameters: Neil Gaiman's short story "Other People", published in his anthology Fragile Things. In the story there is only a single room, a man, and a demon. The story is perfectly understandable the first time through, but you don't REALLY understand it until you get to the end and begin again - like the movie Sixth Sense. I think he may have called it a "Mobius Strip-story".
He starts reading at 1:43.
Edit. Here is another reading, by Jake Glazier:
This is from a review by Jason Erik Lundberg at Strange Horizons:
"Other People" is a short-short story about a man's descent into Hell. The man arrives with his expensive clothes and arrogant attitude in a long grey room. Along the walls are 211 implements of torture; a demon stands at the far end. The man, who we can only assume was a high-powered businessman in life, who probably broke a few rules and lived more than a little dishonestly to deserve his fate, approaches the demon. The demon, who is deeply scarred, flayed, and missing its ears and its genitalia, takes down from the wall a cat-o'-nine-tails made of frayed wire and beats the businessman with it. The demon explains that time is fluid in this place, implying that the businessman will not be leaving anytime soon.
"In time," the demon tells him, "you will remember even this moment with fondness."
The demon eventually uses all two hundred and eleven torture devices on the businessman, each one worse than the last, until the businessman is a shivering, gibbering wreck. The scars that have been left on his body are deep and painful and indelible. He hurts more than he has ever been hurt before.
But now, the torture really begins.
The demon lays naked every lie the businessman ever told, everything he ever regretted, every hurt he ever inflicted on another. He draws each piece out of the businessman, displaying them for the man to see. This part is very similar to a section near the end of American Gods, where Shadow is met by the dark Egyptian god Anubis:
All of the things that Shadow had done in his life of which he was not proud, all the things he wished he had done otherwise or left undone, came at him then in a swirling storm of guilt and regret and shame, and he had nowhere to hide from them. He was as naked and as open as a corpse on a table, and dark Anubis the jackal god was his prosecutor and his persecutor.
What Anubis does to Shadow, the demon does to the businessman, stripping him raw with his own life. It goes on for a hundred years, or perhaps a thousand—for time is fluid here—and when it is over, the businessman realizes the demon was right. The physical torture was far kinder.
Then it begins again, but with the businessman's sense of self-knowledge that wasn't there before, which makes it all the worse. When it's over, the demon says, "Again," and this time the businessman is exposed to the consequences of his actions, what happened to the people he interacted with after they left his presence. He sees all the ways he has affected other people's lives, and it leaves him with even more self-loathing than before. A thousand years later, he finishes. "Again," the demon says.
This time he experiences his life as he tells it, leaving nothing out, facing everything and everyone he ever hurt. He opens his heart completely. When he finishes, he expects to hear the demon say, "Again," but he is alone. He stands up and looks to the far side of the room, where the only door to the chamber has just opened and closed. A suited figure in expensive and familiar clothes stands there, fear and pride and arrogance in his eyes, and the businessman finally understands. As the suited figure approaches him, the businessman (who now looks an awful lot like a demon) tells the new arrival, "Time is fluid here."