Dear Negative Reader: In the time leading up to the publication of The Crippled God there were voices heard questioning whether Steven Erikson can pull off a satisfactory ending to his epic series and answer all the questions. When the last volume finally did come out, it contained a poem called The Malazan Book Of The Fallen, supposedly written in-universe by the poet Fisher kel Tath which points out how some people's animosity is utterly misplaced, and that it would've been nice if his readers trusted him to deliver the best story he could the same way he trusted them to understand what there was to understand.
[...] Take what you're given and turn away the screwed face. I do not deserve it, no matter how narrow the strand of your private shore. If you will do your best I'll meet your eye. [...]
Defictionalization: A number of the poems and songs appearing as chapter prefaces in the books have been set to music by Kit Soden and his band October Gold in the albums Like a Dancer Unstrung and Bridge of the Sun, with the latter including "Gallan's Hope", an instrumental piece specifically composed for the album and referring to the in-universe important figure of the poet Gallan.
Doing It for the Art: While the series is profitable to the publisher nowadays, it took quite a while to get there. It took even longer for Steven Erikson to even find a publisher who was willing to take the entire series as planned, because it was such a massive undertaking. Erikson is citing his frustration with the publishing system's aversion to risk taking in the preface of Gardens of the Moon.
Ambition is not a dirty word. Piss on compromise. Go for the throat. Write with balls, write with eggs. Sure, it's a harder journey but take it from me, it's well worth it.
Fandom Nod: It is not exactly a secret that the series has some minor timeline inconsistencies, especially in the earlier volumes when the dates given don't always match up. Less positive but vocal opinions go as far as claiming that it makes no sense at all at times. This has actually spawned a fandom meme, namely "The timeline does not matter." — to the point where this is one of the first things new readers of the series are confronted with. Along comes the ninth volume, Dust of Dreams, and captains Kindly and Skanarow discuss captain Ruthan Gudd's backstory. Skanarow's argument for not believing everything he tells them is that "his timeline makes sense".
I Knew It!: Some fan speculation held that the final book would portray the Crippled God as a sympathetic victim, and end with his liberation and healing. This is exactly what happened.
No, of course there aren't any Hounds of Light. What would make you think that? The fact that there are Hounds of Darkness and Hounds of Shadow? Nonsense. Cue Toll the Hounds and a whole bunch of them frolicking about the city in the final.
There was also his claim that Whiskeyjack was done with and would not feature in the story anymore. Uhuh, Whiskeyjack doesn't. Iskar Jarak, on the other hand, features quite prominently in the series' resolution.
Reality Subtext: Erikson's father passed away shortly before he began writing Toll the Hounds. The book deals with themes of depression and death to a much larger degree than the others and Erikson even dedicated it to his father's memory.
Throw It In: Parts of the books were gamed in homebrewed Gurps campaigns. Most famous among them is the sequence at the start of House of Chains, where a character that was supposed to be an important NPC — and thus an important character later in the book series — gets offed unceremoniously by a frustrated player, which Steven Erikson equally unceremoniously transferred into the written story.