If you're like me and time to time felt overwhelmed by the vastness of the background information in the Malazan books then you should read this excerpt taken from the interview:
One of the things both Cam and I were agreed on regarding this series, was to write in a style that conveyed a sense of vastness, with a strong flavour of realism where not all answers are forthcoming, not all truths survive their utterance, and sometimes mystery abides no matter how desperate we all are for an end to the questions. That said, there will be plenty of resolutions, but the world will not be wrapped up with a pretty bow.
As for the events that have been recounted in the books, well, things are always open to interpretation, and I am also rather pleased to learn from readers that the books fair well in re-reads. I am a writer obsessed with layering my narrative, so there’s plenty to find for the reader even after the raw events of the story are well-known.
For the complete interview please see "Steven Erikson interview (September 2009)".