Cervantes purposefully left the end of the first book open for a sequel, to put it in today's terms. Not the he necessarily intended to write one, but he wanted to be able to write more about Quixote if he wanted to. And he might have if the first book hadn't become the huge success that it became. "What?" you say, "That doesn't make sense." But it did.
See, Don Quixote became the most read book in the world at the time. Cervantes became a household name. He was world famous. It sounds great, right? It was... except for the part where he didn't receive a dime for his work. There was nothing to stop people from just printing his work on their own, no laws or anything protecting creators or copyrights or anything, and that's what people did. All over the world. So, although Quixote was a worldwide bestseller, Cervantes stayed penniless (which is how he died). I'm pretty sure that eroded his desire to actually go back and revisit Don Quixote and Sancho.
Until someone published a fake sequel. That pissed Cervantes off and prompted him to get to work on the second book. And here's why that's important: There are specific portions of the second book that are there to, basically, debunk the fake sequel. And, um, then Cervantes kills Quixote off at the end of the book so that no one else could write anymore fake Quixote stories. No better way to take care of that issue, I suppose.
As for the book itself, in many ways it's better than the first book, but it also suffers a little from addressing the audience about the fake sequel. It breaks the narrative. It's also amusing in sections, like when Quixote finds out that he supposedly goes somewhere in the fake book, so he completely avoids that place so as not to be confused with the fake Don Quixote.
The second book contains a bit more satire than the first and makes many of its points through making fun of Quixote and Panza. Sancho, though, frequently rises above the jokes being played on him, and the portion dealing with him as the governor of his "island" are some of the best in both books.
At any rate, you're not going to find the two books published separately, and it's unlikely that you'll want to stop reading at the end of book one if you get to the end of book one. So I'll say it again: Don Quixote is well worth reading, even 400 years after its original publication. Cervantes was a great writer. It's too bad he didn't write other novels. He did write some plays early in his life, and I might have to look into some of those. Don't let the length daunt you. Just dive in.
