Interesting on a few levels. It's always fun to read a thriller/spy novel from a completely different era (this book dates from the early years of WW1), because while you're reading something fun you also get a window into a different historical period, exposure to different slang and expressions, and direct context on social norms of that period. Good fiction reads well regardless of era, but the extra context adds to the satisfaction.
Also interesting to think of protagonist Richard Hannay and what is it about him that's compelling. Not suave and elegant like James Bond, not huge and muscular like Jack Reacher, Hannay is sort of an everyman--admittedly with some unusual skills the author needs to make up from time to time to move the plot along!
The Thirty-Nine Steps was popular right from publication, and it essentially made John Buchan's career as a writer.
Finally, this edition, The Oxford World's Classics edition, contains quite a bit of useful biographical information about the author, as well as some helpful explanatory notes to the text to help the reader along in understanding obscure references, words and placenames. Alongside this, however, is a typical "introductory essay" from some academic rando, which unfortunately reeks across its sixteen interminable pages like most second-rate literary criticism: pretentious, highly speculative, masturbatory, and worst of all, boring. It can be safely skipped.
To Read:
John Buchan's five "Richard Hannay" novels:
The Thirty-Nine Steps (1915)
Greenmantle (1916)
Mr. Standfast (1919)
The Three Hostages (1924)
The Courts of the Morning (1929)
See also the 1935 Hitchcock film of The Thirty-Nine Steps
Erskine Childer: The Riddle of the Sands
Patrick Beesly: Room 40: British Naval Intelligence, 1914-1918
John Buchan: History of the Great War (Vols 1-4)