Death in his multiversal manifestation appears in every book Terry Pratchett and in most of his short stories. When typeset properly (always in the English publications, and eventually in the American publications) Death speaks in all capital letters, but with the small caps chosen, and with no quotation marks. It's a typographical trick that reminds me of the Kirlian Saga by Piers Anthony who indicated different species speaking by using odd punctuation in place of quotation marks.
But this first book to focus on Death, begins to hint at how the power of belief works on the Discworld. It's easy to get lost in the story of Mort taking over for Death, but the parts with Death fading to become (nearly) human at the end are important bits too.
There are times I consider reading the books my topic. There are the Rincewind books, the Witches, the Watch, and Death. But as I list the recurring items that get mentioned in the books, I see that Pratchett had a very strong feel for his entire world with its history, geography, and nations.
This book contains appearances by:
Albert (Alberto Malich)
Harga's House of Ribs
Octarine Grass Country
Offler the Crocodile Headed God
Princess/Queen Keli of Sto Lat
The Curry Gardens restaurant
The Mended Drum
The Million to One Chance
The Rite of Ashk-Ente
The Small Gods