1-What books, other than the Conan: Atlantean Edition do you need to play?
None. It's a complete game in just that one book. You can even get the pocket edition for $20 US.
2-Does the game have to be gory or genrally innappropriate? For example, I saw a preview of the magic system, and it described the ways to replenish your magical energy, and one of the ways was to sacrifice someone. That would not fly with my group of gamers. Our games don't have to be squeky clean, but that is really pushing it.
I'd say it doesn't have to be particularly gory, no more so than any given hack 'n' slash D&D campaign. In Robert E. Howard's original stories, human sacrifice was often mentioned when it came to sorcery, but rarely (if ever) shown directly. He was writing for the pulp magazines of the 30s, after all, and while they'd allow enough to titillate, they didn't allow too much gore "onstage."
3-Is it necessary for the players to read the books?
Welllll...I'd say no, but the very reason there is
a Conan game is because of those stories, so if you and your players are at all interested in the game, the stories will be invaluable in setting the mood for the game.
When you say mature, do you mean it has to be mature or it could be if you wanted it to be. If the mature themes are actually added into the rules, how easy woudl it be to make them more, what's the right word for it...clean(for lack of a better word). I like what I see so far and of course I'd have to find out if my gaming group would like it and read the books of course. But the question of actually getting into it or not is the accrused mature themes.
I don't think it has to be any more "mature" than you want it to be. You don't have to get into the why
concerning a sorcerer's evil reputation; you just need to be able to gauge your players to be able to describe in terms appropriate to your group exactly what it is that makes the bad guys so evil. Pretty much like D&D; you know that troll is a people-eating machine, but do you describe in detail the troll skinning, boiling, and eating people? If you're like me, then probably not, except in very vague terms.
I'd recommend picking up any given Conan book that contains stories written by Robert E. Howard. Read "The Frost Giant's Daughter" as an example of a classic Conan story, one which contains no sorcerers, gore, or sacrifices like those being discussed here. My personal favorite is "Beyond the Black River," which contains some sorcery and a demon or two, but nothing beyond what you'd see in a D&D adventure. I can't emphasize enough the importance of reading the original Howard stories in getting a feel for whether the game is for you or not.