I have read all of the REF books books and although each series is individual in its own right, the more you read the more you realise why certain things happened in the earlier ones.
Also, if you are going to read more of his books, follow the
alternate reading list on his official website (
Home | The Official Raymond E. Feist Website) with the exception of reading the Riftwar Legacy after the Empire Trilogy - this is because things happen in the Riftwar Legacy that are mentioned in Prince of the Blood and Kings Bucaneer.