You should start from the beginning. Reading in order helps you understand the plot and character growth as the author intended. Skipping around might cause confusion or spoil some surprises.
Probably 'Sandman Slim' itself as it's the first and it got people interested in the series. Also, 'Kill the Dead' is quite popular as it adds new and exciting elements like zombies to the mix. And 'Aloha from Hell' has a lot of fans because it expands the universe further.
The 'Sandman Slim' novels are really interesting. In the initial 'Sandman Slim' novel, we are introduced to Stark, a man who has been through hell and back, literally. He returns to Los Angeles from Hell with a vengeance. 'Kill the Dead' takes the story further as Stark has to deal with a new threat of zombies. 'Aloha from Hell' then shows Stark traveling to different realms, facing more challenges and uncovering more secrets about the world he's in.
One of the main themes is redemption. The protagonist, Sandman Slim, has a dark past and he is constantly trying to atone for his misdeeds. Another theme is the struggle between good and evil. He often finds himself in situations where the line between the two is blurred. Also, there is a theme of identity. He has to figure out who he really is in the complex world he inhabits.
I'm not sure specifically as I haven't read it yet. But it might be about the adventures of Sandman Slim. Maybe it involves his battles in some dark and mysterious underworld, or his encounters with strange and powerful creatures.
You can start from the first one published. Usually, reading them in the order of publication helps in following the character development and the overall story arc.
You might also consider reading them in chronological order according to the in - story timeline. However, this can be a bit tricky as you need to do some research on which events happen when in the Darkover universe. Some fans prefer this method as it can provide a more linear understanding of the overall history of Darkover.
A common order to start is with 'The Hobbit' as it serves as an introduction to Middle - earth. Then move on to 'The Lord of the Rings' trilogy which includes 'The Fellowship of the Ring', 'The Two Towers' and 'The Return of the King'. After that, if you're interested, you can explore 'The Silmarillion' which delves deeper into the mythology and history of Middle - earth.
The recommended order is to start with 'Mistborn: The Final Empire' and then proceed with the sequels in their publication sequence.
You could start with the first book published. Usually, that sets the foundation for the series.
Well, usually it's best to begin with the earliest work, which sets the foundation for the story. So, start with 'The Dreaming City' and follow the sequence of publication. That way, you'll get the fullest experience and understand the character's development properly.