Both Tayrel and SK are absolutely worth books, but if you have them at the same time... how did your 4 books on Tayrel so far land? If you've already made some progress in his A2, which is the important one, I'd continue with that. 

As for Sethallia, I also got her as first lego and fully booked her. She's been amazing for me, I don't regret it, that A2 on a 2 turn cooldown is probably in the top three or top five healing skills in the game, while the A3 is also very strong. 

But of course, lego books are very hard to come by and if you pull some god tier lego soon afterwards, you may be kicking yourself if you just spent your books on Sethallia. I'd say, at least wait a bit until you've built her up and gotten used to her kit, then decide just how badly you want the cooldowns and increased chance on her A2 and A3. 

On mobile cant seem to figure out how upload image.. will do late

Stag Kight can do without books, he requires too many,  I got lucky and used 4 books on Tayrel and got all A3.  I switch between Stag and Tayrel depending on affinity in dungeons/clann boss I do all 20's except for spider still lacking gear on my lv 50 coldheart but can do spider 18 no problems