I'm reading Mythos right now (in German translation) and… it's tedious. Hundreds of minor God's names within a dozen pages, all the time Fry refers back to some God, nymph or story he told several dozen pages ago, but where exactly?

There is no index at all! Why on earth would the publisher leave that out?

My partner is reading Heroes, and says it's much more like a novel, with a contiguous narrative structure. Maybe I should just skip forward to that one.

I think he mentioned in the foreword that there’s no need to remember all the names.

The important ones are going to recur over and over again. No need to pay much attention to the identity of minor Gods.

Sure, but he's constantly referencing back like "$Deity, as we remember from the earlier event with $X, …", and I simply don't remember.

It isn't absolutely necessary to have that story in mind, but if it were completely irrelevant, he wouldn't call attention to it.

I also feel that the book would work better if Fry, for example, narrated Prometheus' story in one go, instead of diverting to unrelated stories for quite some time, and only then return with no connection to what came in between.

I fully concede that it may simply be a matter of preference.

I've had the great pleasure to attend his reading of Mythos in person at the Sage in Newcastle, and it was every bit just as enjoyable.