I've started reading them. Read about 5 so far. They are good too, well worth checking out if you like lore. I find reading the in-game books goes great with a hot cup of coffee. One hand on the controller flipping the pages the other with your coffee

Great times.
My favorite was this choose your own adventure book I found. Amazing. Also "Twin Secrets" is very cool, as is the guide on how to hunt trolls, and the Akatosh/Alduin Dichotomy is very interesting. I also picked one up talking about Morrowind but I haven't read it yet.