Gardens of the Moon (1999)

Malazan Book of the Fallen is a finished ten-novel sequence; the other Erikson and Esslemont series are separate commitments. Gardens of the Moon drops readers into an existing imperial campaign with little introductory hand-holding. Armies, gods and ordinary people repeatedly expose the limits of one another's explanations. The opening is the steepest entry here. Choose it when discovery through partial knowledge sounds more appealing than a clearly signposted quest.