YES PLEASE READ ALL THE BOOKS! They're absolutely amazing and I'll go to my grave holding the opinion that The Expanse(book AND tv show) is the greatest piece of media ever created. A bit hyperbolic for most people but it's my genuine opinion. There's also shorter 100ish page novellas in between each main book that are absolutely worth reading and give more backstory to the characters and universe, but it's not strictly necessary. I've read through the series twice, first time was just main books and the second time was with all the books and novellas as well.

If you do start the books, make sure to start from book 1, the shows and books follow the same general plotline but there's definitely some differences between the two such as multiple characters being combined into one character for the tv show, or characters being introduced later or earlier etc. The books will be mostly the same but different enough to be a thoroughly entertaining read. I've heard of others that finished the show and picked up right from book 7 and had a good time so that is a viable option, but I strongly recommend going through the whole series. It's so worth it.

There's also audiobooks, and the narrator Jefferson Mays does a top tier job, that's how I went through the series for my 2nd time since I had a job that allowed me to use earbuds while working. A ship in the show was named after him which was a nice little homage to him.