For
AoS the first novel release was Gates of Azyr novella for starter box companion but I would suggest skipping to get a feel for the world (if you are OK with not going in order) with either Warbeast or Fury of Gork or Call of Archaon. You'll hear comments here probably about
AoS vs. World That Was fiction and yeah, the old warhammer was 30 years making the best fantasy setting evah! (
imo) but all that literature is still waiting there, so keep
AoS and Warhammer Fantasy separate for your own sanity and enjoyment

The Black Library groups or
AoS groups on Facebook are also good resources as is The Grand Alliance group www.tga.community
Happy reading!