You'll understand more if you start with Arrows...pretty much all her books can be read as a stand-alone novel, but you'll miss a lot of the more subtle references if you haven't read some of the others.
But, that same issue is what makes them such re-readable books...you read the first one that you read after having read more of the series, and you'll have many "Ohhh!" moments, when something from another book ties into the current story.