Without a doubt, navigating through the Thrice Nine Legends Saga can be confusing for new readers. I don’t blame you. I have series, short stories, and standalone novels all wrapped together in a bundle of epic awesomeness.
If you are just beginning your adventure, I recommend you start with Anaerfell or Melkorka. The Blood of Dragons series storyline melds with The Kaelandur Series, providing a very dynamic adventure; yet the two series can still be read separate from each other and the reader will have full understanding of the tale.
The short stories are supplemental to the series to either give additional background on main characters, or highlight other races and areas of the world. Readers do not need to read all stories in between main titles / series to understand the tale!
If you want to read everything Thrice Nine Legends in chronological order, refer to the list.