To add to this, his whole Cosmere mythology is supposed to encompass, I believe, about 36 books.
And only the latter ones will have any discrete crossovers. Moreover, I think in a somewhat recent interview he said that Stormlight Archive would not, within the scope of the actual series, do much crossover at all, even near the end.
Hoid is the only character that is meant to be recognizable as being present in multiple series so far, though we've figured out a couple more.
So, if you wanna delve into the rest of his works (which I recommend!), then pay attention to seemingly unimportant stuff. Otherwise, just enjoy the series, it's meant to stand alone regardless of everything else going on in the universe :)/>/>