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I read quite a few open-ended episodic fiction pieces - they're called comic books. I do try to save them up so that I get a complete 'arc' if that's possible.
I also read the first Game of Thrones book and decided not to continue until the series was complete. At least it was that and the fact that these were big dense books and I had other things to read in the meantime. But I think you can read the first standalone, I did. There will obviously be loose ends but it's still engrossing and enjoyable.
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