Yes would recommend reading the other books. The second book, Authority, is kind of odd in that it's more about the agency investigating the area X phenomenon than area X itself. The third, Acceptance, returns to the weirdness of the area itself and some of the character's history comes together, and i found the best of the series.
Ligotti is another interesting author. Kind of a modern Lovecraft, his stories are scary but mostly in a philosophical way So depressive though 😅