Okay, here’s how I’d place the Stormlight novellas if you want the smoothest ride through the story: read 'The Way of Kings', then 'Words of Radiance', then slot in 'Edgedancer' before picking up 'Oathbringer'. After finishing 'Oathbringer', read 'Dawnshard' and then continue to 'Rhythm of War'.
I push this order because 'Edgedancer' is basically a Lift story that fills emotional and character gaps between 'Words of Radiance' and 'Oathbringer'. It’s short but it tidy-fies some threads and gives you a sweeter, sharper sense of certain cultures and characters; reading it before 'Oathbringer' prevents a few mild tonal whiplashes. 'Dawnshard' is more plot-heavy in a worldbuilding sense — it drops crucial revelations that set up elements in 'Rhythm of War', so I prefer it read after 'Oathbringer' but before 'Rhythm of War' for maximum payoff.
If you collect physicals, note that 'Edgedancer' appears in 'Arcanum Unbounded' along with other Cosmere novellas, while 'Dawnshard' was published as a novella between the third and fourth main books. Either way, neither is long, but both punch above their weight in lore. Personally, slipping them in where I recommended made the big books feel more cohesive — but if you like marathon reading, you could also plow through the four novels first and then read the novellas as extras; you'll just miss some small mid-series reveals the way I experienced them.