I think that, once again, the character description is being missed due to how much is being thrown at you. Book 1 is all new material, and it's all dumped on you at once. Book 2 starts, and it only starts with a few of the characters you thought you were getting to know from Book 1, so readers tend to feel a little bummed by that. It also makes readers feel that they are starting over. Book 3 goes back to tell what was going on with all the characters not mentioned in book 2. The learning curve is less steep.
One of the things I have learned to accept about this series is that this story has gone on LONG before we pick it up in book 1. Personally, i find it refreshing. I can only take so many kids growing up on farms who find out they are "special" before I want to hang myself. Remember, the series is "A Tale of the Malazan Book of the Fallen." These are all interlinking tales in a world heading towards a Convergence (a term used frequently in the series) of massive proportions. This isn't a Jordan travel-log.
Another note: Erikson follows a certain pattern for story telling. If the reader is astute, he/she will catch a huge number of hints that explain what has happened in a new light, and foreshadowing of huge events to come (tarot cards do this a TON in the books). After a book or so, he has his, "In case you didn't catch it before, here is the deal:" moments. For example, stuff that happens as early as chapter 1 of Book 1 is explained in the prologue of Book 3. If you have a good memory, and like "aha!" moments, you will like this style of writing. This pattern if followed for the whole series.
Characters: Some die. Some stay dead. Some get reincarnated. Some become Ascendants. Some are already Gods. Many change their names. Erikson is cruel to many of his characters. They show up in further books, but not all of them. Book 2 introduces Mappo and Icarium who are just fantastic. The relationship they have that is furthered in subsequent books is incredible. There are new characters intro'ed in every book.
Soletaken: very important. its explained in book 1, and further elaborated on in every book. With the sea serpent event, it has a purpose, and it's also used to show that Fiddler is very prepared and, simply, a stud.
War: Once the intro to book 2 is passed, a majority of the book is a traveling war with a huge conflict at the end. the entire final 1/4 of book 3 is a war (and book 3 is LARGE). They are the kind of conflicts that I like - heavy casualties, heroic stands, big consequences, betrayals, no real "winner."
Prequels: as far as i know, only Night of Knives serves as a prequel. Return of the Crimson Guard I believe takes place after book 6. You dont have to read any of Esselmont's stuff. I haven't yet.
Last random tidbit: sometimes spoilers in this series are good. Erikson's stuff is very busy, and it can be hard to see the characters past the plot (or at times the reverse). Im very anti-spoiler, but in the case of this series, spoilers have sometimes made the series more fun for me. But that's me.