OOOOH, I love Billy Bryson! It might have to do with the fact that I'm an american living in Europe who has travelled quite a bit. I really relate to the jokes he makes about both europeans and about himself as an american. I also enjoy the fact that while he makes fun of others, he makes the most fun of himself. It's all in good fun.
If anybody wants to read a "typical" Bill Bryson book first, then I would say to go for "A Walk in the Woods". And while "A Short History of Nearly Everything" is an interesting read, it's not a humorous book, and therefore not typical Bryson.