When I find a blog that looks interesting, I go back into the archives (sometimes all the way back) and start reading from there. I find it the best way to understand the blog as a whole. It also makes it easier to read the later stuff, because you know what the heck the author is talking about when they reference previous posts or past events chronicled in previous posts.
I'm just curious, though, if this is an unusual practice or not. Do others do this? Or do you just pick up the blog where you "found" it?