Since the original Myst until the last, Myst V: End of Ages, 12 years have gone into the series. Along with the series of novels, there are a few ways that a journey into the world of Myst can be taken. These are just suggestions. Most of these are not meant for those new to the series, but those who have gotten a taste by playing one of the games and would like a good perspective of how to procceed.
Introduction to Series
realMyst - For someone that gets into the series for the first time, this would be the one to start out with.
Minimal Trilogy
Myst (Masterpiece), Riven: The Sequel to Myst, Myst IV: Revelation - By just playing the games, these three titles of the series focus around the family you are introduced to in the original Myst and show the evolution of prerendered graphics.
Complete Sequential Story
Book of Ti'Ana, Book of Atrus, realMyst, Riven, Book of D'ni, Myst III: Exile, Myst IV: Revelation, Uru: Ages Beyond Myst, Myst V: End of Ages - The entire series of games and novels in order of events.
D'ni Civilization
Book of Ti'Ana, Book of D'ni, Uru: Ages Beyond Myst, Myst V: End of Ages - These novels and games of the series focus mostly on the D'ni and its culture.
Best of Series
Book of Atrus, Myst, Riven: The Sequel to Myst - Considered to be the best of the novels, the game that started it all, and the game considered to be the best of the series. Experienced in this order shows the best aspect of the Myst story.
The games
The novels
Book of Atrus - Atrus is raised by his grandmother Anna and shown into the caverns of the D'ni by his father Gehn.
Book of Ti'Ana - Anna is the first human to discover the caverns of the D'ni.