Can we talk about the setting for a second? Three Pines feels so real. The order of the books also tracks the seasons in the village, which Penny describes beautifully. You get used to the rhythm of life there. That's another reason to go in order—it's like visiting a favorite place year after year and watching it change.
Consider the 'Armand Gamache' series as one very long, excellent novel. Each published book is a volume. You wouldn't read volume seven of a novel first. The analogy holds perfectly. The continuity of relationships, rivalries, and personal history is that dense and interconnected.
It's not just Gamache. Supporting characters like Ruth Zardo, the bitter old poet, have arcs that span the entire series. Her first appearance in 'Still Life' is a caricature; by book ten, she's a profoundly complex figure. If you met her mid-arc, you'd either hate her without context or miss the tragedy of her development.
Penny treats every resident with that level of care. So yes, order matters immensely.