Grave Peril kickstarts the Dresden files. It introduces so many characters that will be crucial in the long term and the start of many storylines.

At the beginning with the ghosts of Chicago going crazy Michael Carpenter is there facing spooks with Harry. One of the three Knights of the Cross.
Susan comes out of the background and ends up starting a major international incident.
Thomas, the unlikely White Court vampire ally, makes his first appearance.
Murphy is largely ignored and sidelined throughout most of the book.
We meet Harry’s godmother, Lea and learn why the never never was only hinted at in previous books.

While running on magical empty, thanks to the Nightmare, Harry pulls out some of the most powerful magic yet at Bianca’s party.
We get numerous examples of faith “magic” thanks to Michael and Susan. With time to prepare we see that Harry can be really clever but still likes to just blow things up when he gets a chance.

Don’t get between a wizard and his girlfriend. The war with the Red Court vampires has begun.