I am not an expert, but the novels are more or less independent, there are some cameos, for rereads I use this order:
Mistborn(Era 1)
Elantris
Secret history
WoK
Warbreaker
WoR
Mistborn (Era 2)
That way the cameos are close enough to notice them more easily.Also look for a character named Hoid.
About the Knowledge, I'll let someone wiser answer that, I know there are tons of things we know via WoBs, but couldn't say you which ones are the most importants.
Erandeni's post in Cosmere reread was marked as the answer