It helps, to begin with, to see the first three books as a trilogy, not the first four books as a quartet. The first three books follow Ged as a wizard at different points in his life, with different aims and with different attitudes to authority, strength and power. Note that in the second two books while he is the central hero, he is not the central character, nor is his character arc one that sees development in the larger sense - he changes per his own choice, and does not "grow" in the traditional bildungsroman sense - which he did, really, in his first book.

Tales from Earthsea is an excellent collection, and The Other Wind is a sequel to "Dragonfly" from that set.

Tehanu and The Other Wind collectively act as premise-setting novels rather than as plot functions on their own merit. They're very different from the easier fantasy of the original trilogy. You could take them all as a long machiantion at reconciling the Other and the unmirrored self -

- but that's a post for another time.