Welcome to the Night Club. Great that you have access to all those resources, as well as all the resources available on this site. The audio course is a good overview so if you like learning that way, it’s a great start. Preparing to Die was his first book and Dream Yoga, later, so if Lucid Dreaming/Dream Yoga is your main focus, that’s a good one to start with as well. Dreams of Light is more recent and goes into more advanced thought streams than earlier works. I started with the online course at Tricycle for Andrew’s Dream Yoga and I preferred learning that way versus reading something new for the first time. Hope this helps.
The audio book is fine, very similar in content, maybe fuller in detail—but well worth the listen. I like audiobooks particularly well because you can listen to them in different positions (lying down, at the beach), while walking or in the car. I believe Andrew narrates the book, as well, which is not always the case with some of the “Dharma” audio books I’ve listened to in the past.