Yeah, it surprised me too on my first reread many moons ago. The No-God isn't described until
Minor spoilers for The Warrior Prophet
the very first chapter of TWP—when Akka is describing the 2nd Battle of Mengedda to Kellhus.
The No-God is this sorta empty signifier in the first book. I remember my original mental image of him was this massive metallic Colossus being, idk. The Consult tekne-engineers need to get on that though!
[EDIT] TDTCB subforum, no open spoilers for future books.