[Dazrin]

Rule of thumb would be that anything set in our world or similar is not in his "Cosmere" meta-series and anything in a world/setting he created is probably a part of the Cosmere.

Here is the decription from The Coppermind wiki - I have edited out part of this that might be a small spoiler.

Spoiler:

The cosmere[1] is a fictional universe where Brandon Sanderson's adult epic fantasies (including Elantris, Mistborn, Warbreaker, and the The Stormlight Archive) are all set.[2] It does not contain Earth.[3]

Brandon has said that you do not need any Cosmere knowledge to understand the books, and that they can be enjoyed separately, but it will be necessary eventually to have a certain understanding of Realmatic Theory.[4][5] Elements of the cosmere are slowly being added into the books....

The Reckoners, Legion, and Alcatraz are not in the Cosmere. I doubt the Rithmatist is either.

The Stormlight Archive (Way of Kings), Mistborn, Elantris, and Warbreaker are all part of the Cosmere. I think at this point you can read them in any order as long as you read the individual series in order. That might change later on as he gets deeper into the Stormlight Archive.