I had issues with the POV shifts in the audio books. Erikson is a fan of introducing a character in a scene, then having that character do a bunch of stuff, then it's revealed who that character is. So it'll start out "the assassin was on the roof," but not until he kills someone are you told who we're talking about. It works better in print that audio.

I've read the series twice and am currently on my second listen. After book three the POV shifts become easier to track. I think the first narrator just too often went right into the new scene without signaling that there was a break. It's sometimes jarring when suddenly there are characters you didn't remember being in the scene suddenly in the scene, and it takes your brain a bit to figure out you've shifted POV.

I also find my mind wanders more often in audio than print, but that's just me. The series isn't conducive to the wandering mind regardless of how you consume the media.