The Loner (Edge Series) by George G. Gilman

Being the first novel of the lengthy "Edge" series I suppose you could look at this as the origin story for the rest of the books. But really that is covered in the first couple of chapters as Captain Josiah Hedges returns from the Civil War to his family farm in Iowa only to discover that his little brother had been brutally murdered.  Josiah's vendetta towards the five men who did it (who also served under his command in the Union Army) drives him into becoming the killer character we all know and love as "Edge".

Most of the novel is, predictably, about Edge following the trail of the five men, getting into brief bits of trouble along the way, and eventually catching up to them in Arizona Territory. The finale is a nice payoff and serves well to set up the rest of the series. 

This is my first "Piccadilly Cowboy" western, a moniker shared by a handful of British authors in the 1970's and 80's who themselves never set foot in America. Terry Harknett, the author behind the George G. Gilman pseudonym was the most successful of all. I'm happy I finally took the plunge into the Edge series. More will certainly follow.