I second (or third, or fourth?) the recommendation to start reading the Eyrie stuff with Symphony of the Sword. In addition to the other points mentioned above, and sort of flowing on from what Morgan mentioned - many of the chief viewpoint characters in Symphony are themselves new arrivals in the setting, and therefore...though perhaps this wasn't the authors' original intention, what you kind of get is the old narrative trick of stuff being explained to the reader via stuff being explained to the characters in the story.
The newer (relatively speaking) Eyrie stories are also good for combining quirky slice-of-life material (or if you want to be more serious, character-driven drama, interpersonal relationships, etc.) with big dramatic space opera. The earlier works are pretty much just the space opera, it's only really with the Symphony-era stuff that there started to be more done in terms of...the softer, more human side of fiction.
-- Acyl
The newer (relatively speaking) Eyrie stories are also good for combining quirky slice-of-life material (or if you want to be more serious, character-driven drama, interpersonal relationships, etc.) with big dramatic space opera. The earlier works are pretty much just the space opera, it's only really with the Symphony-era stuff that there started to be more done in terms of...the softer, more human side of fiction.
-- Acyl