Irini I read 'The Other Boleyn Girl' first and it wasn't confusing at all. However, if you wanted to read in chronological order, I would recommend 'The Constant Princess' first, then 'The Other Boleyn Girl' and then 'The Boleyn Inheritance'. As to the second part of you question, I would say that I personally enjoyed 'The Other Boleyn Girl' the most out of the rest of the books. I felt it progressed at a much more natural pace than the others and was the most enjoyable.
CAROL COGHLAN I read The Other Boleyn Girl first and loved it. I have read several of the books since, all out of order. They definitely don't need to be read in order x
Eliza I think you can easily read them out of order without getting confused. You can't get any real spoilers either, since the facts are, literally, history.
Benjamin Since Gregory has actually written them out of order, and from many conflicting perspectives... of course!! The Other Boleyn girl is a good start.