Chronologically speaking the first book is Of Vampire, Of Runt, Of Fey (Of Fey starts towards the end of Of Runt. Then Of Luna and Of Queen are taking place at the same time.
Now Of Vampire doesn’t have to be read first, it isn’t completed yet anyway. It doesn’t have any known impact to the readers in the original series until Of Luna and Of Queen. The storyline just takes place before Of Runt.
Does that make sense?