Hey crew...I'm reading My System and I was wondering if people who read this book go over all his games (or just a few) and read all the chapters of instruction.

I have only read the first part of the book so far and about one chapter in on part two. I only go over the games Nimzowitsch recommends we go over at the end of some of the chapters. I think by the time I'm finished with the whole book, I'll have gone through every game he put in the back. If not, I'll just play through them after I've finished the book and see what concepts I can pick out. Or I may skip em' and go on to another chess book 

Which edition/version of My System are you using?

You definitely want to go over the games listed with each chapter; they provide practical illustrations of the concepts discussed in the chapter.  Nimzowitsch also did a follow-up book sold as Chess Praxis, which is all games explicating the ideas from My System.  Both are highly recommended.

Why read a chess book if you aren't going to do the games?

The games are in the back of the book, like an appendix. The main chunk of the book consists of verbalizing the ideas - Nimzowitsch also goes through several games within the text itself that can't be found in the back of the book.

I'm using the Chess classics edition by Quality Chess.

The thing I don't like about his annotations is that he goes over the whole game...rather than scenerios. I just find it long winded, I rather go over the games he has in the chapter as they are more pertinent to his topics.

Well compared to other books, such as Kasparov's On My Great Predecessors, I'd say his annotations are pretty light.