While the 'level' of the books scales upwards from Book 1 onwards, nothing is preventing you from traveling between the books in any order you wish. Each book covers one region that makes up the titular 'Fabled Lands', and all of the books were connected so you could cross the border from one book to the next with the same character.
It differed from other gamebooks (at the time) by presenting a Wide-Open Sandbox filled with numerous quests and places to explore. It was first released in the mid-nineties and, to this day, is probably the most elaborate gamebook series ever written. The Fabled Lands is a series of Gamebooks that were written by Dave Morris and Jamie Thomson.