I actually had a version of the book beginning with Kellhus, and sticking with him as he learned the world. This is the big thing I would have done differently: Given the first half of TDTCB to Kellhus, using his gradual accumulation of knowledge as a vehicle for bringing the readers up to speed.
Otherwise, one big craft hurdle I crossed, I think, was realizing when I was writing around scenes because they were too difficult. Once I got wise to this, I began, rather masochistically, perhaps, throwing myself directly at difficult scenes, attempting to evoke situations that are typically just glossed in fiction. To me, this means the series is filled with scenes where I think, given the wisdom of writing hindsight, that I could have done better. If I had tackled something like the Entresol scene ten years ago, for instance, I think I would have mucked it up in several different ways.