The online book is a series of small, bite-size sections that are intended to be read in order from the start to the end. Sections typically depend on most or even all of the previous sections having been read. Jumping around is pointless and likely frustrating.
The book is self-contained and could be read without access to a system. In particular, examples of interactions with the J system show both what you enter and how the system responds. However, it is intended to be read with access to a system and with as much use of a system along with the book as possible. It is strongly recommended that you eventually type in all the examples and play around as much as you can with variations on them.
Sometimes a section uses terms and concepts that aren't defined until later. This requires you to proceed with a soft understanding the first time through that becomes more concrete on a second reading.
This book is probably best read by reading it three times:
Skim the whole book. Try some examples, but it is better to just plow on and get the big picture.
The second time read it carefully and try all the examples.
The third time try your own examples to clarify your understanding and to increase your comfort with the mechanics of actually using the system (instead of just reading about it and following instructions).