The challenge of reading a long series when you're starting after the series is complete is different from the challenge of reading it as it publishes. Starting late means all the information is available — you can read without waiting years between volumes, but you also enter knowing the series is finished, which changes your relationship to the characters' fates.

I read A Song of Ice and Fire after the show had aired all its seasons. This was a mistake in some ways and a blessing in others. The show's divergence from the books created a version of the story in my head that contaminated my reading of the books. But I also got to read the books quickly, without the years of wait that eroded the cultural conversation around them.

My recommendation: if a series is complete, start it when you can commit to reading it through without long interruptions. The accumulation of detail requires continuity.