I actually kind of dislike the whole Cosmere thing. I'd prefer each series to be in its own reality instead of some shared universe. Too similar to comic books for my taste. I already feel like I'm missing out on stuff because I havent fully read Mistborn. or Warbreaker.
It's VERY lightly connected at this point. The only relevance they connect on is super behind the scenes type stuff. Like the equivalence of Peter Parker having a Capt America poster in his room or Dick Wolf TV Universe (Law and Order) character crossovers.