I've read all the books in the series so far (there's only one more left, and it's due to come out this year apparently). I only got into the books after watching the first couple of seasons of the TV show.
For me, reading the books didn't take away my enjoyment of watching the TV show, or vice-versa. So I'd say you're fine either way. And especially as the TV series goes on, while the overarching story is the same in both, there's a lot of changes to the smaller details and supporting characters.
"The Little Things" isn't a bad thriller. It tales place in 1990 and it is exactly like a film I would have watched in the 90's. They don't make those serial killer thrillers like they did 25-30 years ago. The opening scene is fantastic. The film does have a rather disappointing ended though. Good cast. Denzel, Remi Malek and Jared Leto Been lacking in seeing thrilers like that so it was fun.