Truly the stories are not meant to be read in order. The stories were not published in a any particular order because REH meant for the reader to believe that the teller of the story, Conan, told the stories as he remembered them randomly.
Source: "As for Conan's eventual fate - frankly I can't predict it. In writing these yarns I've always felt less as creating them than as if I were simply chronicling his adventures as he told them to me. That's why they skip about so much, without following a regular order. The average adventurer, telling tales of a wild life at random, seldom follows any ordered plan, but narrates episodes widely separated by space and years, as they occur to him." Robert E. Howard, Letter to P.S. Miller, March 10, 1936.
