You have to power through Gardens of the Moon. Erikson gives you a tenth of the background any sane person would expect to understand what's going on because he's got ten books to do his worldbuilding. He never falls into the trap of expository scenes that feel fake and forced and ruin the pacing but the drawback is that you often have no idea what's going on. It gets better when you start to understand how magic works and when you get to know the characters but at first it's a struggle, especially since there are so many POVs you end up spending very little time with any one character. It's pomo writing on crack.
What I would have liked someone to have told me, going in, was which characters to focus on. They're all going to come back in later books but the Bridgeburners are really the heart and focus of the first arcs, so they're the ones you should care about most. All of them. Pay attention to what happens to Tattersail too, and read all the lore about the Andi, the Jaghut and the T'lan Imass carefully, it's going to be important later. Most of the Darujhistan characters don't appear again for a few books, and I'd forgotten much about them when I met them again. Crokus and Kruppe are the most important.
Where gods are concerned, the House Shadow is a major player in all the books but Oponn all but disappears after book 1.