I think that if I read SE's books for the first time all in a row, I would very possibly die from malnutrition. I need the break between good books so I can have a life (I am seriously lacking in willpower when it comes to a page-turner).
I still think you should start the Malazan books now though! You won't go crazy because there's plenty to discuss on the forums, and you will definitely want to re-read GotM because you'll have no clue what's going on the first time you read it