The Assassin and the Desert
The Assassin and the Desert allows you to have some insight as to how Celena got her training. The theme of this book was that people deal with pain in diffrent ways. This is preatymuch summed up in this quote,"If you can learn to endure pain, you can survive anything. Some people learn to embrace it- to love it. Some endure it through drowning it in sorrow, or by making themselfs forget. Others turn it into anger. But Ansel let her pain become hate, and let it consume her until she became something else entirely- a person i dont think she ever wished to be"(Mass Pg 48). This quote describes that you can deal with pain in many ways, but you can never let it become something that changes you. Over all this was a very good read, it was as good as Throne of Glass and gives a significant amount of backaround knowlage of Celaena.
This is an artical that gives a short overview of each Throne of Glass prequel:http://sarahjmaas.com/books/throne-of-glass-novellas/