Nah, you definitely don't have to start with Stormlight. I started with Elantris, then Mistborn. You get a lot more Cosmere stuff in Stormlight early on but at this point all the books are heavy on Cosmere lore and worldhoppers
I feel like we do know a lot about Hoid already. Wouldn't recommend poking around for info before you've read a lot more Cosmere though. And yep, definitely looking forward to the story Siusane mentioned. Giving more details on that would be major spoilers though so :censored::laugh: