As I have mentioned a few times in the last few pages, the Malazan world has tremendous breadth over space and time, but the presentation makes it nearly incomprehensible. For the most part, it be will be greatly enjoyed only by readers whose tastes run to figuring out jigsaw puzzles. If you don't get turned on by making detailed notes as you go along and figuring out connections between characters and events as they happen throughout the series, then Malazan is not for you.
That said, you may treat Book 2 almost as a stand-alone book. It follows three main story lines: the travails of Felisin Paran (Ganoes Paran's baby sister), who is sentenced to the labour mines (along with other aristocrats, intellectuals, priests, and other 'undesirables') by the Empress' new Adjunct, Tavore Paran (her older sister); the wanderings of two powered beings, Mappo and Icarium, the latter being perhaps the most powerful being in the Malazan world, who is on a quest to recover his lost memories, and the former tagging along as his friend and 'minder'; and, the Chain of Dogs, about the attempt by a military garrison, led by their war-chief Coltaine, to convey to safety a city worth of civilians, through an entire continent in revolt against the empire. What makes Book 2 worth reading is the Chain of dogs, a story that is, in my humble opinion, unique in fantasy literature. If you manage to reach the end of the book, you'll know why.
I dont know about it being a jigsaw puzzle. I enjoyed it for fairly basic storytelling reasons personally - good characters, good dialogue and an interesting set up.
The introduction is tough, the first paragraph of the first book is about tattersail reading from the deck of dragons as far as i remember.
So straight off the bat its dropping its entire system of magic, gods, churches and belief structures in your lap,
Quickly followed by 2 or 3 races (tiste andii and t'lann imass) and a fairly robust form of governance attached to the malazan empire.
Some books cheat in a way and have the story told from the PoV of a child and introduce everything piece by piece over the course of a book or so.
Malazan doesn't really. It just throws you in.
I found by the end of the first book i had somewhat of a grasp on the world though, which was all i needed to follow the different stories being told.
I didn't think there was anything too fancy introduced after the first book. It set it stall out pretty early and is fairly consistent with that for me.
New places, new characters but nothing too foreign to what you'd know by that point.
I found a lot of the better stories were fairly grounded anyway. The Chain of Dogs is a good example.
Theres nothing too complicated about the set up, you've covered it pretty well in a sentence or two
Mappo and Icarium is a nice story too, I think it would probably work regardless of the structure surrounding them.
Sometimes it goes up its own bottom and 4 or so books on i still haven't the slightest clue what Heboric's crazy, space, acid trip with the otaral statues is about
but it was crazy enough that i can just go with it and not put too much thought into it. I presume an explanation will come at some point.