Also read Lonesome Dove this year, also my first Western. I'd watched the amazing miniseries I thought it was great. I'm honestly not sure the book has much over the miniseries which is a rare statement.
If you liked Lonesome Dove and attempted to read the prequel and sequels I strongly recommend against it.
I like a good thick book but I could not finish Monte Cristo. After about the 40th character introduction I just had to put it down. The problem is me, not the book.