^ I'm so glad you're enjoying it! I've made it known time and again that Usagi Yojimbo is quite possibly my favorite comic book, and I can rattle off facts and observations about it for hours but I'll try to keep my comments concise (ha!) and helpful...
Stan Sakai is third-generation Japanese-American and grew up in Hawaii, where he was exposed to plenty of Japanese pop culture in addition to the influence of his family. His initial plans for a comic series were based on Western fantasy, him being a big Lord of the Rings devotee. Nilsson Groundthumper was a cartoon rabbit who fought wizards, partook in dungeon crawls and the like, and Usagi was going to be a supporting character, introduced in his own Japanese set stories but eventually crossing over with the other, European style story. Usagi was created when Stan was humoring the idea of doing a Miyamoto Musashi comic and doodled a rabbit with his ears tied in a top knot! Stan started drawing short stories with Nilsson and ones with Usagi, but it was the Usagi ones that really took off and eventually the other rabbit became a footnote! After a few years of doing short stories and building up a cast of characters Usagi became an ongoing series.
Stan is a nut for research, and often uses the back pages of the comics to list sources and go into more detail about the subject at hand. Often this is detail about Japanese history, martial arts, fashion and architecture , and other obvious sources you need to draw on for a story of this type, but often he becomes engrossed in researching a particular thing and we end up with these neat little educational stories in the comic where Usagi meets up with seaweed farmers or kite makers and we get to learn in detail about their jobs, their craft, their place in society. Of course, Stan also draws heavily on that pop culture he was introduced to as a boy; many characters and several stories are based off classic samurai movies, and there's even a Godzilla reference early on which presages an all-out Kaiju story several years in featuring similar but non copyright violating versions of Toho and Daiei kaiju!
And finally: a guide for how to navigate the various volumes.
For the first several years Usagi was published by Fantagraphics, who still publish the first seven volumes. Fantagraphics has also collected those seven volumes into a two volume slipcase set called Usagi Yojimbo: The Special Edition. Fantagraphics likes to keep both the collected edition and the seven individual volumes in print.
Starting with volume 8 to today the series is published by Dark Horse Comics. However, they've recently been collecting those individual volumes into omnibus editions called Usagi Yojimbo Saga which collect what were originally three volumes. So, Usagi Yojimbo Saga 1 collects what were originally volumes 8, 9, and 10. Usagi Yojimbo Saga 2 collects 11, 12, and 13 and so on and so forth. With the publication of the Saga editions Dark Horse has been letting their single volumes go out of print, meaning if one were to desire collecting them anything past the most recent volumes might be a bit tricky.
In addition to the Saga volumes there are two additional volumes published by Dark Horse Comics which are in the same style: Usagi Yojimbo Legends, which collects stories set outside of the main series continuity (sorta) and Usagi Yojimbo/Teenage Mutant Ninja Turtles, which collects every team-up between the two properties, including the most recent one done in cooperation with IDW Publishing that's not available in any other collected volume.
The single volumes are printed in that slightly smaller format you can see from your copy of volume 2, but both Fantagraphics' Special Edition as well as Dark Horse Comics' Saga editions are published in the bigger, standard comic book size.