I need to read that book again. It was scary, but I finished it utterly confused. I clearly missed a ton from the appendices.
Usually pretty good advice for a book but actually not helpful in this book.
The real answer is to read it however you want to explore it.
Don’t look up too much the first time reading it. Just enjoy the weird ride. Feel free to page over to the relevant appendices every now and then, although they didn’t make a ton of sense to me. When you’re done, check them out. Apparently there’s various secret messages and stuff back there that reveal more of the story but like I said, I still need to figure them out myself lol. Once I finished the book my mind was too twisted up trying to figure it out to look into them, but I’ll come back… one day.