What work I should read for these authors? For now, I'm trying to read one novel (or collection) per author.
From your list I've only read Lovecraft (everything) and Norton (Quag Keep).
I too wanted to start reading these authors listed in "N" without associated titles, so last week I did some research into a good first work for each of them:
Brackett, Leigh: The Sword of Rhiannon (science fiction, set on Mars) or
Brackett, Leigh: The Ginger Star (set on a distant primitive planet)
Brown, Fredric: The Best of Fredric Brown (1976)
Derleth, August: The Watchers Out of Time and Others
Dunsany, Lord: The Gods of Pegana (find at Project Gutenberg
Lovecraft, H. P.: --there are many equally fine collections of his short stories, like “H.P. Lovecraft: Tales”
--- as long as you read "The Call of Cthulhu" and "The Dunwich Horror" those are the main two for me. After that, you'll either want to read all the other Cthulhu Mythos stories, or you won't want to read any.OR
For Lovecraft with more fantasy and less horror, read "The Silver Key" or the novel "The Dream-Quest of Unknown Kadath"
Norton, Andre: Witch World, Year of the Unicorn, Elvenbane (Fantasy) or
Norton, Andre: Sargasso of Space (1955), Forerunner Foray (1973) (Science Fiction) or
Norton, Andre: Quag Keep (Actually set in Gygax's Greyhawk, written after playing with GG. Not high literature, but impressive for the time - a decade before a wave of Dragonlance hit the best-seller list.)
Weinbaum, Stanley: The Best of Stanley G. Weinbaum, and the short story, “A Martian Odyssey”
Wellman, Manley Wade: Hok the Mighty
Williamson, Jack: Darker Than You Think (1948)Note: For someone starting fresh on Appendix N, I would recommend you start with Vance's Dying Earth, Leiber's Ill Met In Lankhmar, Howard's Conan (even the comic books by Kurt Busiek are a good start for Conan), and of course The Hobbit. That covers barbarians, fighters, thieves, wizards, halflings, elves, dwarves, goblins, dragons and Hyperborians. And they're all fairly enjoyable authors to read too.