I also learned about the inter-connectedness of Brandon's books recently. I am sorry if this is the wrong place to ask this, but is there a place where there is a comprehensive account about what we actually know about the Cosmere? It seems to me that most of that is from interviews and Q&As and i don't really know where to look.
17th shard is the place to look for interviews and their like. They have a wiki going, but its still in its early stages. Almost everything written in the wiki however is confirmed facts.
Brandon wants his cosmere books to be independent of each other. You don't need to read mistborn to read WoK. At the moment, all info we know about the cosmere are like easter eggs, gleaned from passages in the books, annotations and Q&A interviews. It's our job as fanatical fans to piece all the information together.
If you do have any questions, don't be afraid to post them up. Someone will know the answer to them, and we don't mind informing newcomers about stuff which we have found out. (I assume all fans are of the same opinion
)