I've read the first three so far, taking a break now.

Honestly, i found the first book the hardest and, at least in my view, it is the least "consistent". The second and third book actually seem to repeat important information more often, which gave me the confidence to just keep reading without worrying too much about missing stuff. I'm sure i missed some points and details, but i could follow the story fine.

Actually in some cases i was sure i missed something, took a note to look it up after finishing the book, then upon looking it up online i found that no, there really wasn't that much more to it or it'll get explained in later books :)

Edit: I read Dune years ago and can't really remember how difficult it was, sorry. I think i found the worldbuilding in Dune to be kind of lacking? That is not a problem with the Malazan books. I haven't read The Road