The problem with the Harry Hole books is that the translations originally started at number 3. The first two have now finally been added, but number 2 is essentially the newest one.
I'm the same. I always like to start at the beginning. I bought The Redbreast years ago - I think it was one of my earliest kindle books - but I was never quite happy that it wasn't the real first book, so I didn't read it. I have now managed to pick up The Bat, which I will be able to read when I get round to it, and maybe the next one will be cheaper by then.