I started with Riven when I was younger, and only ever finished it with the aid of the walkthrough book that I also had. I then got Myst and Myst 3, and later, Myst 4. I've since sold them all now, but I've recently begun to regret it, and after reading about the books and backstory as well, I've vowed to find a copy of the compilation pack (all five games), and try to get the accompanying novels and games (Uru, I think it's called, though I'm probably way off the mark there). I'm a sucker for getting the entire backstory behind something when I dedicate myself to a series, I have to fully understand the canon (which is why I sold the games in the first place, and why I've never gotten into comic books).
But yeah, absolutely loved the games, though some of the puzzles were extremely tricky.