The first four books published—'Lonesome Dove', 'Streets of Laredo', 'Dead Man's Walk', and 'Comanche Moon'—offer a complete emotional arc if read in that order. You start with the epic journey, see the bitter aftermath, then go back to the raw, brutal beginnings. It's how McMurtry released them, and I think there's power in that. You experience the monumental achievement of 'Lonesome Dove' first, with all its mystery about the characters' pasts, then have those gaps filled in later, which reframes everything.
Reading the prequels after the main story can feel like uncovering old, painful family secrets you only half-understood. It deepens the tragedy. Jumping straight into chronological order with the prequels first risks lessening the impact of the central novel, in my view. The grimness of the early years works better as a haunting echo than as a straightforward setup.