Um, the first book is "They finally left the village."
The Wheel of Time was stupidly verbose and slow from book one. I really have no idea how the books became so popular. I think it was because Jordan was willing to talk to people online back when that was a thing.
If you simply focused on Mat instead of Rand's Tsundere Haremfest, you would have a good story and it would be 3 books long, tops. (I'm leaving aside Sanderson's seeming inability to write Mat's character properly.)