I'm kinda split about this one.
On the one hand, this book (and its follow-ups) are a unique compendium of chess games throughout history, written by one of the all-time greats of chess. Kasparov not only provides extensive annotations (on some crucial positions, his analysis spans several pages), but he also provides the historical context for the games and its greatest practitioners, which makes them come alive. I don't know any other book that does this, and for that alone, it really is a must have for everyone who loves chess and also likes to read about its historical evolution.
However, it does have quite a few flaws, and one of them is big enough to have me dock one star. The big one is that while this book does give loads of historical information, Kasparov unfortunately didn't care much to check any of his facts. Chess "history" is notorious for really being just a collection of unfounded popular myths that have frequently been debunked as romanticized embellishments and complete fabrications, and these books didn't make it any better, on the contrary. Kasparov also doesn't give ANY sources whatsoever. So, as a historical work, this is essentially useless, if not worse.
The fact that his analyses were made before computer became the chess monsters of today and are often horribly wrong is of course pretty forgivable. Also you'll have to get used to his writing style, it's pretty weird and kinda funny, although by now I did get used to it and at least you can't say it's boring or dry. If anything, it's a little overenthusiastic -- Kasparov clearly loves this game. If only he'd love historical accuracy half as much...
So yeah, despite its shortcomings, I think this is something any chess lover should have in his library, just for the wealth of information, even if lots of it is, as one of my favourite grandmasters would say, "frankly, ridiculous" (go Ben!).