I haven't read much of the Malazan books but I ahev read a bit of the Wheel of Time boosk and let me tell you they are a bit on the slow moving side and sometimes you need to keep a pad of paper and pen with you to keep notes on whose who in the books. I think this site can help clear away a lot of the confusion so that you do not need to keep notes as you read.
http://wot.wikia.com/wiki/A_beginning