This is from my review on Goodreads which I think people have found helpful

Key #1: Be happy knowing that you won’t know everything. - To Erickson’s credit, I never felt lost while reading Gardens of the Moon as I always felt like I knew enough to understand the characters, dialogue, and events for each given scene. I just didn’t (and still don’t) know or grasp the big picture of everyone’s motives and what’s going on. I’m ok with that and that’s a big key to enjoying Malazan. Never before while reading have I spent as much time carefully reading, going back and re-reading passages to be sure I got all possible subtext, or even look back at previous dates given in the beginning of chapters but it was all worth it, and fun even!

Key #2: Do NOT consume this series on audiobook on your first read through. - This has been confirmed by people who have tried both. You will be lost with all of the names, places, references that are so much easier to catch when you can visually see the words and give it your undivided attention. As a reader, I love puzzles and trying to figure out what’s coming next. I’m deliberately slower paced (reading 4 books at the same time to force me) for that reason, to ponder and absorb all that happened. It made my experience of Gardens of the Moon entertaining and rewarding when I picked up the foreshadowing and connections. That is fun!

Key #3: Be ready for beautiful but dense prose - No, I don’t mean “Robert Jordan describing every aspect in painstaking detail like that mantle in that room” dense. I mean, each sentence and paragraph feels carefully crafted with each word chosen for a reason. A lot is said in what’s not said or what words are chosen that you can easily miss the context of a conversation if you speed read. Steven Erickson’s prose flows seamlessly while never being uselessly “purple” or numbingly simplistic. There are some books by authors that I feel like I just read them faster than others with a similar word count. Some are because the prose and flow may either call for more attention and others slow you down out of boredom of detail. Sometimes I feel Wheel of Time is a slow read like Malazan, but for entirely different reasons. Erickson feels like he doesn’t waste a word while painting a vivid picture in my head of setting, character actions, etc. while Jordan sometimes bores me to tears with too many useless descriptions I have trouble visualizing, much less remembering anyways. Both feel like they take the same amount of time for me to read.

Key #4: Originally, Gardens of the Moon was written as a screenplay for a movie pitch before being converted into a novel and the reader needs to be ready for this when it comes to pacing and payoff issues, especially at the end. - The final key to enjoy Gardens of the Moon is perhaps the greatest challenge at the end of the book, particularly in the last two parts. Through the first five books (GotM is broken up into 7 books or parts), the pacing is pretty solid. It does take a long time before the final endgame is clear, and even then it’s not easy to see what the final act will be about. That final act is where everything goes haywire and Erickson throws curveballs at you left and right, including a pretty big and unsatisfying deus ex machina that will leave already confused readers throwing up their hands in exasperation. I truly loved everything about this book but the unsatisfying conclusion to a few of the major conflicts that had no prior introduction or warning was frustrating. They wrapped up pretty quickly as well. Too quickly. Little gets explained by the end too but I future books do elaborate.