The short stories herein are set in many different locales in the Witch World, on both sides of the ocean, and in many different times (before, during, and after the Kolder War). I'd suggest reading the first few novels before reading them, to get the background. If you're already familiar with the Witch World, enjoy; some long-unanswered questions and unexplored bits of history are addressed here.
My comments are organized alphabetically by author, rather than order of appearance in the book.
Belden, Wilanne Schneider: "Fenneca" - Set during the worst devastation of the Invader's War. The title character is a fey child - not entirely a mortal human - whose destiny is bound up with the rebuilding of the Dales.
Bloch, Robert: "Heir Apparent" - The narrator - Lady Tephana's chief servant, her former nursemaid - tells her side of "Of the Shaping of Ulm's Heir" (see below). If you like, you could read both stories before tackling _The Crystal Gryphon_.
Crispin, A.C.: "Bloodspell" - This tale of Herrel and the Were-Riders is set during Herrel's youth in Arvon, and answers a question left unanswered in _Year of the Unicorn_.
de Lint, Charles: "The White Road" - Set in the time between the end of the Invader's War and "Changeling", by which time Nordendale had a new lord. Saren, the innkeeper's daughter, is hitting the road in man's guise to seek her fortune.
Dunn, Marylois: "Cat and the Other" - Cat, the toughest of the toms in the castle, is annoyed at the Other's presence in his mind; the castle's Witch, attempting to cast the suitor of her protege out of his body and into a pigeon, missed her aim. Cat, fearless and acquainted with the Witch's familiar, takes charge of getting the Other back where he belongs. (More of Cat's adventures can be found in other volumes of the series).
Griffin, Pauline: "Oath-Bound" - A Sulcar captain, who broke his leg saving the life of Tronel, a Falconer serving on his ship, asks a favor in return: to escort the Lady Qu'el back to her native gate, now that her term of service to the Sulcar is done. Tronel is honor-bound - despite his people's double distrust of women bearing magic.
Heidbrink, James R. "Of Ancient Swords and Evil Mist" - Jobec, captain of the Sulcar warship _Red Dawn_, is the sole survivor of a shipwreck after a great storm, following a raid on Alizon. A bad place to be, even if he hadn't stumbled across mysterious ruins...
Inks, Caralyn: "Nine Words in Winter" - Many characters in the Witch World swear by the Nine Words of Min; here we learn more about them.
Lackey, Mercedes: "Were-Hunter" - A young woman from our universe discovers, upon stumbling through a Gate into the Dales, that she has Were abilities - but she doesn't know how to control them.
Mayhar, Ardath: "Neither Rest Nor Refuge" - The narrator, a boy of the Old Race, is speaking as a fugitive just after the three-times-horning (see _Witch World_ for the decree that put his people to the sword).
Miller, Sasha: "To Rebuild the Eyrie" - Set some years after the Turning, in which the Falconer's Eyrie was destroyed. Eirrian, a tavernkeeper's niece, has been kidnapped - and the kidnapper is a romantic young idiot of a Falconer who wants to reestablish the Eyrie, complete with the separate women's village.
Norton, Andre: "The Shaping of Ulm's Heir" - As recounted at the beginning of _The Crystal Gryphon_, the house of Ulm was cursed after its lord violated a treasure-house of the Old Ones - that lord died, leaving his son Ulric to inherit, and the other members of the expedition also died swiftly. More: Ulric could get no living children, so that he set his second wife, Elva, aside for barrenness, despite his love for her, and wed Lady Tephana instead (a widow with a living son as proof of fertility). This tale is told by Ylas - daughter of the Marshal on that ill-fated expedition, cursed with a harelip, and personal servant of Elva - the tale of how Lady Tephana came to call on evil magic to bear an heir to Ulm, and what came of it.
Scarborough, Elizabeth: "Milk from a Maiden's Breast" - Freyti, a Mosswife, comes to the rescue of Tregemma, a famed warrior of Escore caught in an ambush.
Schaub, Mary H. "Night Hound's Moon" - Kennard, an asthmatic boy left alone after the wise woman who raised him died, had only one companion - the mysterious hound he freed from a trap (its elaborate collar was entangled with some brush). Now humanity has found him again - in the form of bandits who have sold him to a mysterious crew of evil magicians. A well-told story, but I was distracted for quite some time by asking, "Who ARE these guys??"
Severance, Carol: "Isle of Illusion" - Metae of Komlin Keep is fast approaching her coming-of-age, when she will take the rulership from her uncle, who has acted as regent since the death of her father (who defeated him in a quarrel over the lordship after the disappearance of their elder sister). Now she's about to find out what happened to her aunt. You may never look the same way at seashells again after reading this; it's cool.
Stuart, Kiel: "Green in High Hallack" - Tymmons' people are facing famine - but he can't help having mercy on the Ranthan whose life he saved, and he won't see it sacrificed.
Vardeman, Robert E. "The Road of Dreams and Death" - Luanna, daughter of the lord of Rozdale, has fallen in love with a farmer she first met at the market in Quayth; but after having one daughter wed to a mere merchant, he's not about to concede *this* match.