I have been reading spiritual literature for 12 years, usually quite intensively. This is one the finest collections and best translation I have ever seen.
I started w/ Volume 2 b/c I have Cleary's "5 Houses of Zen" which is included in the first volume, and is again one of the finest pieces of advanced spiritual literature I have encountered.
However, be warned that the material is for people already a bit opened up to this body of teaching. it's sometimes difficult and paradoxical, and uses concepts which may not be 100% clear to someone without a basic background in zen, buddhism, or eastern mysticism in general. But i would still recommend it. At the very least, stick it in a drawer and get back to it later. this is very high quality authentic stuff. I can't overstate that.