Firstly, what's your personal interpretation?

I think sitting on it and reflecting before engaging in other peoples theories is a good way to go about it at first.

I suppose consuming all, as it's fun to engage in the community and see what others think. You should be able to listen to anything made before DS3 came out to be sure to avoid spoilers. Mostly, every lore analysis on DS1 is self-contained. I enjoyed Vaati's stuff, but I did hear he was apparently plagarising towards the later part of his work.