I really didn't expect to review this book with 5 stars. I struggled reading the first 2 but slowly and surely I was growing fond of the story. It's hard to pinpoint exactly why, but Sword of the Lictor (the 3rd book and first part of this one) clicked with me. It's like like after two books where you see the city and the country (book 1 & 2) you become familiar with the world of Urth and start to enjoy the journey Severian makes through it. And what a journey it is! Especially in Sword of the Lictor. Not only we finally get to see Thrax, the city he was supposed to go since the first book, but we also get to see much more... but I don't want to enter into too much detail here, best if you see for yourself.
It's safe to say that you will encounter a much more demanding book here than your typical Sci-fi / Fantasy novel. You will see uncommon words derived from Latin. A good example are the name of army units that resemble those of the Roman Empire, and a lot of these words won't be explained, you will have to get their meaning from the context they are used. Also a lot of things are told indirectly, almost offhand as if they weren't important. The best example would be from the first book, when Severian, without saying it directly, he makes us understand that he is the Autarch and is writing the story from the House Absolute. Be warned that these are slow novels, where the action isn't as important as in other fantasy novels. This is a book that'll make you think and that I recommend you read slowly to enjoy all of the little details about its epic tale.