Definitely takes some time to get used to his style. The writing quality definitely improves though, Gardens of the Moon is widely considered to be a rough start to the series. His characters also get better but the way he writes them is also a deliberate choice. I believe you can find a short essay he wrote online somewhere explaining why he chose to write them the way he did.
Overall though Malazan is a wild ride. The scope of the story just keeps expanding and it still somehow manages to stick the landing by the end. Never read anything else like it.