I recently read The Lost Metal, the last book in Mistborn Era 2. While I've caught a few other Sanderson works (specifically: Skyward, The Rithmatist, Stealheart, and sequels within each sub-series), I don't remember them well/at all. Mostly I was working off a preparatory re-read of all the Mistborn novels. My knowledge of the Cosmere as a concept can be traced entirely to this answer to a previous question of mine, which did bring up Hoid as a series-hopper.
The Lost Metal felt stuffed with a lot of concepts/people/magics that came out of nowhere. I especially got lost trying to understand the Ghostbloods' whole deal - personalities, relationships, powers, goals, etc. - and while there were some minor answers as the book finished up I still felt like I was missing out on context.
Still trying to figure out what had just happened, I hopped over to tor.com's spoiler review, which indicated that at least some of the things I felt I was missing context on were from the wider Cosmere:
Ross: The Cosmere-connectedness was the most surprising aspect of this book for me.
Lyn: Yeeeaaaah…same here, and not in a good way.
Ross: I expected to get Kelsier stuff, and more insight into the Ghostbloods. I was not expecting Shai, and definitely wasn’t expecting aethers to make their first canonical on-screen appearance. I know Brandon’s initial idea for the interconnectedness of the Cosmere was that every story would stand on its own, and that worldhoppers and such would only exist as Easter eggs, and I also know that position has evolved over time, but wow. I was certainly expecting a Kelsier sighting, but I didn’t go into this expecting for the secret organization to be composed of main characters of books from other Cosmere planets and people wielding magic tech from other unpublished works.
Lyn: I think this could be the book’s biggest potential failing. For die-hard Cosmere fans, it’s going to be a smorgasbord. But for casual fans, I worry that they’re going to be confused, or feel as if they’re missing out on things.
(bolding from source, italics from me)
I am indeed a casual fan who feels as if they're missing out on things! Which Sanderson Cosmere works contain background/further information about the things I'm missing out on in The Lost Metal? An ideal answer would give a list of titles as well as noting what exactly was pulled from the other work and into this one.