I'm almost done reading The Silmarillion, and I have a few options available as far as what I should read next: Unfinished Tales, the Reader's Companion to LotR, and The Return of the Shadow. This last book is volume number six in the series of 12, and the first volume related to The Lord of the Rings.
Is there any reason not to read this volume before I read the previous volumes? As I understand it, the series is really a history of the long process of Tolkien's writing about Middle-earth, not a true history of the continent or planet. Will I be missing anything if I read volume 6 before I read volumes 1-5?
Note: Feel free to tell me if you think I should read Unfinished Tales first, and explain why you think this is the best idea.