From #1 New York Times bestselling author Brandon Sanderson, Secret History sheds light on events hidden in the shadows of the original Mistborn trilogy. Kelsier, sentenced to die mining the Pits of Hathsin after attempting to rob the Lord Ruler's palace, arose as a powerful Mistborn and inspired the revolution that shook the foundations of the Final Empire. His name and deeds passed into legend. But was that truly the end of his tale? Whispered hints to those he called friends suggested there was a lot more going on. If you think you know the story of the Mistborn trilogy, think again--but to say anything more here risks revealing too much. Even knowing of this tale's existence could be heresy. There's always another secret.
Some reading order lists for the Mistborn series says to read this after book 3 (Bands of Mourning) of the Wax and Wayne series because there are spoilers. However, I think that it would be better to read this after book 3 of the Final Empire because it is essentially the backstory for what happens in the last book. It brings back Kelsier, in a quasi-inanimate form, who relates what he does after he is killed by the Lord Ruler. You can see where his actions parallel the third book of the Final Empire. However, Kelsier's character seems a little different than he does in the book. Not necessairly in a distracting way, he stil is somewhat arrogant, but there is something off. I think you'll notice it as you read this book. Again, I think it is safe to read after the end of the Final Empire while all the events are fresh in your mind.